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
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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 -