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Horvitz–Thompson estimator : ウィキペディア英語版
Horvitz–Thompson estimator
In statistics, the Horvitz–Thompson estimator, named after Daniel G. Horvitz and Donovan J. Thompson,〔Horvitz, D. G.; Thompson, D. J. (1952) "A generalization of sampling without replacement from a finite universe", ''Journal of the American Statistical Association'', 47, 663–685, . 〕 is a method for estimating the total〔William G. Cochran (1977), ''Sampling Techniques'', 3rd Edition, Wiley. ISBN 0-471-16240-X〕 and mean of a superpopulation in a stratified sample. Inverse probability weighting is applied to account for different proportions of observations within strata in a target population. The Horvitz–Thompson estimator is frequently applied in survey analyses and can be used to account for missing data.
==The method==
Formally, let Y_i, i = 1, 2, \ldots, n be an independent sample from ''n'' of ''N ≥ n'' distinct strata with a common mean ''μ''. Suppose further that \pi_i is the inclusion probability that a randomly sampled individual in a superpopulation belongs to the ''i''th stratum. The Horvitz–Thompson estimate of the total is given by:
:
\hat_ = \sum_^n \pi_i ^ Y_i,

and the estimate of the mean is given by:
:
\hat_ = N^\hat_ = N^\sum_^n \pi_i ^ Y_i.

In a Bayesian probabilistic framework \pi_i is considered the proportion of individuals in a target population belonging to the ''i''th stratum. Hence, \pi_i^ Y_i could be thought of as an estimate of the complete sample of persons within the ''i''th stratum. The Horvitz–Thompson estimator can also be expressed as the limit of a weighted bootstrap resampling estimate of the mean. It can also be viewed as a special case of multiple imputation approaches.〔Roderick J.A. Little, Donald B. Rubin (2002) ''Statistical Analysis With Missing Data'', 2nd ed., Wiley. ISBN 0-471-18386-5〕
For post-stratified study designs, estimation of \pi and \mu are done in distinct steps. In such cases, computating the variance of \hat_ is not straightforward. Resampling techniques such as the bootstrap or the jackknife can be applied to gain consistent estimates of the variance of the Horvitz–Thompson estimator. The Survey package for R conducts analyses for post-stratified data using the Horvitz–Thompson estimator.

抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
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