There will be a seminar at Napier University on Thursday 8th June from
3.00-3.45. The speaker is Craig McLaren.
Venue, Merchiston, room G5
Craig H. McLaren (Australian Bureau of Statistics) and David G. Steel
(University of Wollongong)
Title: Trend Estimation for Repeated Surveys using Rotation Group Estimates
Abstract: Trend estimates can be obtained from a repeated survey by applying
filters, such as Henderson Moving Averages, to seasonally adjusted
estimates. These filters assume independent sampling errors. Repeated
surveys often use designs in which there is a degree of overlap between the
samples in different time periods, leading to correlations between the
sampling errors. The sample overlap is determined by the rotation pattern,
which is the pattern of selected units' inclusion in the sample over time.
Steel and McLaren (2000) developed a general approach to obtaining trend
filters for a repeated survey which accounts for the correlation structure
induced by the rotation pattern used in the survey. In this talk I show
how different filters can be developed depending on whether the trend
analysis is based on elementary estimates available for each rotation group
or overall estimates obtained by combining the rotation group estimates. The
properties of trend estimates obtained directly from the elementary
estimates, those obtained from the simple average of the rotation group
estimates and using best linear unbiased estimates are compared for a number
of rotation designs.
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
|