In this paper the quality of data produced by national statistical institutes and by governmental institutions is considered. In particular, the problem of measurement error is analysed and an integrated Bayesian network decision support system based on non parametric Bayesian networks is proposed for its detection and correction. Non parametric Bayesian networks are graphical models expressing dependence structure via bivariate copulas associated to the edges of the graph. The network structure and the misreport probability are estimated using a validation sample. The Bayesian network model is proposed to decide: i) which records have to be corrected; ii) the kind and amount of correction to be adopted. The proposed correction procedure is applied to the Banca d’Italia Survey on Household Income and Wealth and, specifically, the bond amounts are analysed. Finally, the sensitivity of the conditional distribution of the true value random variable given the observed one to different evidence configurations is studied.

Marella, D., & Vicard, P. (2017). Towards an Integrated Bayesian Network Approach to Measurement Error Detection and Correction. COMMUNICATIONS IN STATISTICS. SIMULATION AND COMPUTATION [10.1080/03610918.2017.1387664].

Towards an Integrated Bayesian Network Approach to Measurement Error Detection and Correction

MARELLA, Daniela;VICARD, Paola
2017

Abstract

In this paper the quality of data produced by national statistical institutes and by governmental institutions is considered. In particular, the problem of measurement error is analysed and an integrated Bayesian network decision support system based on non parametric Bayesian networks is proposed for its detection and correction. Non parametric Bayesian networks are graphical models expressing dependence structure via bivariate copulas associated to the edges of the graph. The network structure and the misreport probability are estimated using a validation sample. The Bayesian network model is proposed to decide: i) which records have to be corrected; ii) the kind and amount of correction to be adopted. The proposed correction procedure is applied to the Banca d’Italia Survey on Household Income and Wealth and, specifically, the bond amounts are analysed. Finally, the sensitivity of the conditional distribution of the true value random variable given the observed one to different evidence configurations is studied.
Marella, D., & Vicard, P. (2017). Towards an Integrated Bayesian Network Approach to Measurement Error Detection and Correction. COMMUNICATIONS IN STATISTICS. SIMULATION AND COMPUTATION [10.1080/03610918.2017.1387664].
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Utilizza questo identificativo per citare o creare un link a questo documento: http://hdl.handle.net/11590/324206
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