Agnostic Model-Assisted Estimation with Machine Learning for Survey Data

📅 2026-09-09
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🤖 AI Summary
本文提出了一种学习者无关的框架,通过结合机器学习和设计意识交叉拟合来改进调查数据中有限总体参数估计的有效性。
📝 Abstract
Model-assisted estimation uses prediction rules to improve the efficiency of estimators of finite population parameters while retaining design-based inference. Although flexible prediction methods have been considered, existing theoretical results are largely method-specific. We develop a learner-agnostic framework that replaces separate analyses for individual learners with general conditions on the sampling design and prediction error. We connect design-aware and design-agnostic cross-fitting and characterize the sampling designs under which they yield conditional independence across folds. Under suitable conditions, conditional weighting gives exact design-unbiasedness. We establish first-order equivalence to oracle estimators, leading to design consistency and asymptotic normality, and clarify when conditional and original inclusion probabilities yield the same first-order behavior. We propose consistent variance estimators based on cross-fitted residuals and construct asymptotically valid confidence intervals. Under additional model and regularity conditions, we establish asymptotic optimality through attainment of the Godambe--Joshi lower bound. Simulations show that cross-fitting substantially reduces finite-sample bias and improves variance estimation and coverage with adaptive learners.
Problem

Research questions and friction points this paper is trying to address.

model-assisted estimation
machine learning
survey data
design-based inference
learner-agnostic framework
Innovation

Methods, ideas, or system contributions that make the work stand out.

learner-agnostic framework
cross-fitting
design-based inference
asymptotic normality
consistent variance estimators
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