Regression for Surveys with Regressors of Changing Relevance:
Fuel Switching by Electric Power Producers
by James R. Knaub, Jr.
This research concerns multiple regression for survey imputation, when correlation with a given regressor may vary radically over time, and emphasis may shift to other regressors. There may be many applications for this methodology, but here we will consider the imputation of generation and fuel consumption values for electric power producers in a monthly publication environment. When imputation is done by regression, a sufficient amount of good-quality observed data from the population of interest is required, as well as good-quality, related regressor data, for all cases. For this application, the concept of 'fuel switching' will be considered. That is, a given power producer may report using a given set of fuels for one time period, but for economic and/or other practical reasons, fuel usage may change dramatically in a subsequent time period. Testing has shown the usefulness of employing an additional regressor or regressors to represent alternative fuel sources. A performance measure found in Knaub(2002, ASA JSM CD) is used to compare results. Also, the impact of regression weights and the formulation of those weights, due to multiple regression, are considered.
Prediction, Imputation, Small Area Estimation, Regressors, Regression Weights, Model Performance Measure
James R. Knaub, Jr., James.Knaub@eia.doe.gov
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