TY - JOUR

T1 - An empirical likelihood estimate of the finite population correlation coefficient

AU - Singh, Sarjinder

AU - Sedory, Stephen A.

AU - Kim, Jong Min

PY - 2014/1/1

Y1 - 2014/1/1

N2 - In this article, the problem of the estimation of finite population correlation coefficient is considered using the empirical likelihood method. A new estimator that makes the use of both the known mean and variance of an auxiliary variable is proposed. The percent relative bias and percent relative efficiency of the proposed new estimator with respect to the usual estimator of the correlation coefficient is investigated through extensive simulation study for values of the correlation coefficient from-0.90 to +0.90. The proposed estimator is found to perform better than the simple correlation coefficient from both the bias and relative efficiency points of views, for the population, considered in the investigation. At the end, the proposed estimator has been extended to complex survey designs. Supplementary materials for this article are available online.

AB - In this article, the problem of the estimation of finite population correlation coefficient is considered using the empirical likelihood method. A new estimator that makes the use of both the known mean and variance of an auxiliary variable is proposed. The percent relative bias and percent relative efficiency of the proposed new estimator with respect to the usual estimator of the correlation coefficient is investigated through extensive simulation study for values of the correlation coefficient from-0.90 to +0.90. The proposed estimator is found to perform better than the simple correlation coefficient from both the bias and relative efficiency points of views, for the population, considered in the investigation. At the end, the proposed estimator has been extended to complex survey designs. Supplementary materials for this article are available online.

KW - Empirical likelihood estimates

KW - Estimation of finite population correlation coefficient

KW - Solution to nonlinear equations

UR - http://www.scopus.com/inward/record.url?scp=84893092282&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=84893092282&partnerID=8YFLogxK

U2 - 10.1080/03610918.2012.729634

DO - 10.1080/03610918.2012.729634

M3 - Article

AN - SCOPUS:84893092282

SN - 0361-0918

VL - 43

SP - 1430

EP - 1441

JO - Communications in Statistics: Simulation and Computation

JF - Communications in Statistics: Simulation and Computation

IS - 6

ER -