# Vignette: Robust Horvitz-Thompson Estimator

#### Beat Hulliger and Tobias Schoch

## Outline

In this vignette, we discuss the robust Horvitz-Thompson (RHT) estimator of Hulliger (1995, 1999). The vignette is organized as follows.

- 1 Workplace data
- 2 Robust Horvitz-Thompson estimator
- References

First, we load the package.

    > library("robsurvey", quietly = TRUE)

## 1. Workplace Data

The `workplace` sample consists of payroll data on n = 142 workplaces or business establishments (with paid employees) in the retail sector of a Canadian province.

- The data display similar characteristics to the original 1999 Canadian Workplace and Employee Survey (WES), however, the `workplace` data are not those collected by Statistics Canada but have been generated by Fuller (2009, Example 3.1.1, Table 6.3).
- The sampling design is stratified by industry, geographic region, and size (size is defined using estimated employment). A sample of workplaces was then drawn independently in each stratum using simple random sample without replacement (sample size is determined by Neyman allocation).

The original weights of WES were about 2200 for the stratum of small workplaces, about 750 for medium-sized, and about 35 for large workspaces. Several strata containing very large workplaces were sampled exhaustively; see Patak et al. (1998).

    > attach(workplace)
    The following objects are masked from losdata:

        fpc, weight

The variable of interest is `payroll`, and the goal is to estimate the population payroll total in the retail sector (in Canadian dollars).

    > head(workplace, 3)
      ID weight employment payroll strat   fpc
    1  1    786         17  260000     2 10718
    2  2     32        661 6873000     1  3432
    3  3     36          3  366000     1  3432

### 1.1 Survey design object

For the survey methods (not bare-bone methods), we must load the `survey` package (Lumley, 2010, 2021)

    > library("survey")

and specify a survey or sampling design object

    > dn <- svydesign(ids = ~ID, strata = ~strat, fpc = ~fpc, weights = ~weight, data = workplace)

which appears (on print) with the following output in the console

    Stratified Independent Sampling design
    svydesign(ids = ~ID, strata = ~strat, fpc = ~fpc, weights = ~weight,
        data = workplace)

### 1.2 Exploring the data

To get a first impression of the distribution of `payroll`, we examine two (design-weighted) boxplots of `payroll` (on raw and logarithmic scale). The boxplots are obtained using function `survey::svyboxplot`.

From the boxplot with `payroll` on raw scale, we recognise that the sample distribution of `payroll` is skewed to the right; the boxplot on logarithmic scale demonstrates that log-transform is not sufficient to turn the skewed distribution into a symmetric distribution. The outliers need not be errors. Following Chambers (1986), we distinguish representative outliers from non-representative outliers (\(\rightarrow\) see vignette “Basic Robust Estimators” for an introduction to the notion of non-/ representative outliers).

The outliers visible in the boxplot refer to a few large workplaces. Moreover, we assume that these outliers represent other workplaces in the population that are similar in value (i.e., representative outliers).

## 2 Robust Horvitz-Thompson Estimator

### 2.1 Bare-bone methods

The following bare-bone estimating methods are available:

- `weighted_mean_huber()`
- `weighted_total_huber()`
- `weighted_mean_tukey()`
- `weighted_total_tukey()`

The functions with postfix `_tukey` are M-estimators with the Tukey biweight \(\psi\)-function. The Huber RHT M-estimator of the payroll total can be computed with

    > weighted_total_huber(payroll, weight, k = 8, type = "rht")
    [1] 15587090084

Note that we must specify `type = "rht"` for the RHT [the case `type = "rhj"` is discussed in the vignette “Basic Robust Estimators”]. Here, we have chosen the robustness tuning constant \(k = 8\).

### 2.2 Survey methods

The following survey method are available;

- `svymean_huber()`
- `svytotal_huber()`
- `svymean_tukey()`
- `svytotal_tukey()`

The survey method of the RHT (and its standard error) is

    > m <- svytotal_huber(~payroll, dn, k = 8, type = "rht")
    > m
                total        SE
    payroll 1.559e+10 1.198e+09

The `summary()` method summarizes the most important facts about the estimate.

    > summary(m)
    Huber M-estimator (type = rht) of the population total

                total        SE
    payroll 1.559e+10 1.198e+09

    Robustness:
      Psi-function: with k = 8
      mean of robustness weights: 0.9917

    Algorithm performance:
      converged in 4 iterations
      with residual scale (weighted MAD): 89474

    Sampling design:
    Stratified Independent Sampling design
    svydesign(ids = ~ID, strata = ~strat, fpc = ~fpc, weights = ~weight,
        data = workplace)

The estimated location, variance, and standard error can be extracted from object `m` with the following commands.

    > coef(m)
        payroll
    15587090084
    > vcov(m)
                Variance
    payroll 1.434857e+18
    > SE(m)
    [1] 1197855270

For M-estimators, the estimated scale (weighted MAD) can be extracted with the `scale()` function.

    > scale(m)
    [1] 89474.01

Additional utility functions are:

- `residuals()` to extract the residuals
- `fitted()` to extract the fitted values under the model in use
- `robweights()` to extract the robustness weights

In the following figure, the robustness weights of object `m` are plotted against the residuals. The Huber RHT M-estimator downweights observations at both ends of the residuals’ distribution.

    > plot(residuals(m), robweights(m))

### 2.3 Adaptive estimation

An adaptive M-estimator of the total (or mean) is defined by letting the data chose the tuning constant \(k\). This approach is available for the RHT estimator \(\rightarrow\) see vignette “Basic Robust Estimators”, Chap. 5.3 on M-estimators.

## References

CHAMBERS, R. (1986). Outlier Robust Finite Population Estimation. Journal of the American Statistical Association 81, 1063–1069, DOI: 10.1080/01621459.1986.10478374.

FULLER, W. A. (2009). Sampling Statistics, Hoboken (NJ): John Wiley & Sons, DOI: 10.1002/9780470523551.

HULLIGER, B. (1995). Outlier Robust Horvitz–Thompson Estimators. Survey Methodology 21, 79–87.

HULLIGER, B. (1999). Simple and robust estimators for sampling, in: Proceedings of the Survey Research Methods Section, American Statistical Association, pp. 54–63.

HULLIGER, B. (2006). Horvitz–Thompson Estimators, Robustified. In: Encyclopedia of Statistical Sciences ed. by Kotz, S. Volume 5, Hoboken (NJ): John Wiley and Sons, 2nd edition, DOI: 10.1002/0471667196.ess1066.pub2.

LUMLEY, T. (2010). Complex Surveys: A Guide to Analysis Using R: A Guide to Analysis Using R, Hoboken (NJ): John Wiley & Sons.

LUMLEY, T. (2021). survey: analysis of complex survey samples. R package version 4.0, URL https://CRAN.R-project.org/package=survey.

PATAK, Z., HIDIROGLOU, M. and LAVALLEE, P. (1998). The methodology of the Workplace and Employee Survey. Proceedings of the Survey Research Methods Section, American Statistical Association, 83–91.