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arXiv · 2210.09339

Probability Weighted Clustered Coefficients Regression Models in Complex Survey Sampling

Mingjun Gang·Xin Wang·Zhonglei Wang·Wei Zhong
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Abstract

Regression analysis is commonly conducted in survey sampling. However, existing methods fail when the relationships vary across different areas or domains. In this paper, we propose a unified framework to study the group-wise covariate effect under complex survey sampling based on pairwise penalties, and the associated objective function is solved by the alternating direction method of multipliers. Theoretical properties of the proposed method are investigated under some generality conditions. Numerical experiments demonstrate the superiority of the proposed method in terms of identifying groups and estimation efficiency for both linear regression models and logistic regression models.

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Mingjun Gang, Xin Wang, Zhonglei Wang, Wei Zhong. 2022-10-17. Probability Weighted Clustered Coefficients Regression Models in Complex Survey Sampling. https://arxiv.org/abs/2210.09339

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