Intervention analysis with state-space models to estimate discontinuities due to a survey redesign

DOI10.1214/09-AOAS305zbMath1194.62013arXiv1011.2328OpenAlexW2012375157MaRDI QIDQ993279

Joeri Roels, Jan A. van den Brakel

Publication date: 10 September 2010

Published in: The Annals of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1011.2328

zbMATH Keywords

survey samplingresponse biasstructural time series modelsintervention analysis

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Sampling theory, sample surveys (62D05)

Related Items (4)

Using state space models as a statistical impact measurement of survey redesigns: a case study of the labour force survey of the Australian Bureau of Statistics ⋮ Estimation of the monthly unemployment rate for six domains through structural time series modelling with cointegrated trends ⋮ Measuring Discontinuities in Time Series Obtained with Repeated Sample Surveys ⋮ Intervention analysis with state-space models to estimate discontinuities due to a survey redesign

Uses Software

• Ox
• SsfPack

Cites Work

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• Exact Initial Kalman Filtering and Smoothing for Nonstationary Time Series Models
• Time Series Analysis of Repeated Surveys: The State-space Approach
• Small‐area estimation by combining time‐series and cross‐sectional data
• Statistical algorithms for models in state space using SsfPack 2.2
• The Effects of Seat Belt Legislation on British Road Casualties: A Case Study in Structural Time Series Modelling
• Time Series Analysis of Non-Gaussian Observations Based on State Space Models from Both Classical and Bayesian Perspectives

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