Estimators from Scratch: Weights, Auxiliary Data, and Error Repair
How can a carefully designed rule estimate a whole population from one incomplete sample?
How this lesson unfolds.
Begin with How can 4 surveyed forests describe all 10? The sequence then connects Forests entered the sample with unequal chances and builds toward A good estimator makes every correction explainable.
How can 4 surveyed forests describe all 10?
The observed tiger counts 18, 14, 20, and 19 sum to 71, but 71 is only the sample total. An estimator must connect these four observations to the ten-forest population.
- Helpful foundationsfractions · weighted averages · basic probability · linear relationships
- Next connectionForests entered the sample with unequal chances
Were all four observations equally easy to obtain?
No. The inclusion probabilities were designed before the survey: A 0.80, B 0.60, E 0.70, and H 0.50. Accessibility, cost, prior maps, and size can make selection chances unequal.
- Helpful foundationsfractions · weighted averages · basic probability · linear relationships
- Next connectionInverse probability turns rarity into responsibility
Why should a rarely selected forest receive more weight?
The design weight is w_i=1/pi_i. A unit selected with probability 0.20 represents 5 population units, while one selected with probability 0.80 represents 1.25. Weight corrects opportunity to be observed, not the tiger count itself.
The design weight is w_i=1/pi_i.
- Helpful foundationsfractions · weighted averages · basic probability · linear relationships
- Next connectionEach observation now speaks for what it represents
What happens when we apply each design weight?
Multiply observed count by inverse inclusion probability. The four contributions are 22.50, 23.33, 28.57, and 38.00, which sum to an estimated population total of 112.40 tigers.
- Helpful foundationsfractions · weighted averages · basic probability · linear relationships
- Next connectionHorvitz–Thompson compresses the table into one rule
Can the row-by-row weighting become one estimator?
Yes. The Horvitz–Thompson total is Y_hat_HT=sum over sampled units of y_i/pi_i. It adds each observed value divided by its known inclusion probability and never invents values for unsampled units.
The Horvitz–Thompson total is Y_hat_HT=sum over sampled units of y_i/pi_i.
- Helpful foundationsfractions · weighted averages · basic probability · linear relationships
- Next connectionUnbiased does not mean exact in one sample
Can a sound estimator miss the true total once?
Yes. This sample gives 112.40 while the known total is 144, an error of -31.60. Unbiasedness means the average estimate across repeated design-based samples equals the truth, not that every realization is exact.
Unbiasedness means the average estimate across repeated design-based samples equals the truth, not that every realization is exact.
- Helpful foundationsfractions · weighted averages · basic probability · linear relationships
- Next connectionTiger counts were missing, but useful forest data remained
What else can be known for every forest?
Forest area, canopy, water sources, and prey indices may be available from satellites, GIS, or prior records. These auxiliary variables are known population information related to the unknown target, tiger count.
- Helpful foundationsfractions · weighted averages · basic probability · linear relationships
- Next connectionThe same weights can estimate an auxiliary total
What happens when HT estimates forest area?
Applying the same design weights to sampled areas gives X_hat_HT=649.76 square kilometres, while the known total area is X=870. The gap reveals that this sample under-represents a variable related to tiger count.
Applying the same design weights to sampled areas gives X_hat_HT=649.76 square kilometres, while the known total area is X=870.
- Helpful foundationsfractions · weighted averages · basic probability · linear relationships
- Next connectionRatio estimation repairs the scale
How can the known area total rescale the tiger estimate?
The area correction factor is 870/649.76=1.339. Multiplying 112.40 by 1.339 gives 150.50 tigers. Because sampled area was low, ratio estimation enlarges the tiger estimate proportionally.
The area correction factor is 870/649.76=1.339.
- Helpful foundationsfractions · weighted averages · basic probability · linear relationships
- Next connectionThe ratio estimator is one multiplicative correction
What is the general ratio rule?
The ratio total estimator is Y_hat_R=Y_hat_HT times X/X_hat_HT. It keeps the sample fixed and changes the estimate's scale using one auxiliary total known for the population.
The ratio total estimator is Y_hat_R=Y_hat_HT times X/X_hat_HT.
- Helpful foundationsfractions · weighted averages · basic probability · linear relationships
- Next connectionArea and tiger count move together, but not perfectly
Does one fixed proportion fit every sampled forest?
Larger sampled forests generally contain more tigers, but equal area changes do not produce equal tiger changes. The relationship supports auxiliary correction while warning that a fixed ratio is only an approximation.
Larger sampled forests generally contain more tigers, but equal area changes do not produce equal tiger changes.
- Helpful foundationsfractions · weighted averages · basic probability · linear relationships
- Next connectionDifference estimation repairs only the known gap
Can we add what the missing represented area should contribute?
The represented-area gap is 870-649.76=220.24 square kilometres. At a working rate of 0.15 tiger per square kilometre, the correction is 33.04, giving 112.40+33.04=145.44 tigers.
The represented-area gap is 870-649.76=220.24 square kilometres.At a working rate of 0.15 tiger per square kilometre, the correction is 33.04, giving 112.40+33.04=145.44 tigers.
- Helpful foundationsfractions · weighted averages · basic probability · linear relationships
- Next connectionThe difference estimator is one additive correction
What is the general difference rule?
The difference total estimator is Y_hat_D=Y_hat_HT+B(X-X_hat_HT). B translates an auxiliary-unit gap into expected target units; unlike ratio estimation, the correction is added rather than multiplied.
The difference total estimator is Y_hat_D=Y_hat_HT+B(X-X_hat_HT).
- Helpful foundationsfractions · weighted averages · basic probability · linear relationships
- Next connectionRegression learns both level and slope
Can one fitted line summarize the area–tiger relationship?
From the four sampled forests, the fitted line is y_hat_i=2.23+0.151x_i. The intercept supplies a starting level and the slope supplies the estimated increase in tigers per square kilometre.
From the four sampled forests, the fitted line is y_hat_i=2.23+0.151x_i.
- Helpful foundationsfractions · weighted averages · basic probability · linear relationships
- Next connectionPrediction supplies structure; weights repair errors
What if the regression line is useful but imperfect?
Use known area to predict every forest, then compute residuals y_i-y_hat_i in sampled forests. Inverse-probability weighting expands those observed residuals so prediction errors beyond the sample are represented.
- Helpful foundationsfractions · weighted averages · basic probability · linear relationships
- Next connectionGREG combines population predictions with design repair
How do predictions and weights become one estimator?
GREG equals the sum of predictions for all population units plus the HT-weighted residuals in the sample. Predictions use auxiliary structure; weighted residuals preserve design-based correction when the model misses.
GREG equals the sum of predictions for all population units plus the HT-weighted residuals in the sample.
- Helpful foundationsfractions · weighted averages · basic probability · linear relationships
- Next connectionFive estimators differ by the error they correct
What weakness does each estimator correct?
Every estimator combines observed target data, known population information, and a correction rule. The creative decision is choosing which known information should correct which weakness.
- Helpful foundationsfractions · weighted averages · basic probability · linear relationships
- Next connectionAdvanced estimators evolve through small, testable changes
How are stronger estimators invented?
Start with design weights, add a scale correction, add a gap correction, learn a relationship, then combine prediction with weighted error repair. Each change targets one identifiable weakness in the current estimate.
- Helpful foundationsfractions · weighted averages · basic probability · linear relationships
- Next connectionSimulation tests an estimator before one real survey
How can we trust a rule when the real population total is unknown?
On historical or simulated populations with known truth, repeatedly draw samples, apply the estimator, and measure bias, variance, and error. Only after this validation do we use the chosen estimator once on the real survey.
- Helpful foundationsfractions · weighted averages · basic probability · linear relationships
- Next connectionA good estimator makes every correction explainable
What should remain after the formulas are gone?
Weights restore representation, auxiliary totals expose sample imbalance, models add structure, and residual corrections defend against model error. A production estimator is not just a formula; it is a justified chain from sampling design to uncertainty.
- Helpful foundationsfractions · weighted averages · basic probability · linear relationships
- Next connectionSampling variance, confidence intervals, and estimator choice