Research in Statistics

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Improved estimator for the estimation of sensitive

variable using ORRT models

Sunil Kumar & Chanda Rani

To cite this article: Sunil Kumar & Chanda Rani (2024) Improved estimator for the
estimation of sensitive variable using ORRT models, Research in Statistics, 2:1, 2318383, DOI:
10.1080/27684520.2024.2318383

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RESEARCH IN STATISTICS
2024, VOL. 2, NO. 1, 2318383
https://doi.org/10.1080/27684520.2024.2318383

Improved estimator for the estimation of sensitive variable using ORRT models
Sunil Kumar and Chanda Rani
Department of Statistics, University of Jammu, Jammu Tawi, J&K, India

ABSTRACT ARTICLE HISTORY

In this study, we concern with the improved estimation of sensitive variable when there is non-response Received 9 May 2023
and measurement error on sensitive variable but the auxiliary variable is non sensitive in nature. For the Accepted 8 February 2024
purpose, we propose an improved estimator in the presence of non-response and measurement error using
Optional randomized response technique (ORRT) under simple random sampling without replacement KEYWORDS
(SRSWOR). The properties of the estimator have been studied and the efficiency conditions are obtained Sensitive variable; auxiliary
variable; non-response;
in comparison to the mean estimator, ratio estimator and Zhang’s estimator. Simulation study based on measurement error; ORRT
hypothetical populations has been carried out to demonstrate the performance of the proposed estimator
at its optimum among others. It has been observed that the proposed estimator is more efficient than other
considered estimators in term of having higher Percent Relative Efficiency (PRE).

1. Introduction On the basis of previous studies, a researcher may think

Survey researchers find difficult to obtain efficient parameters
due to the presence of non-response and measurement errors.
If the variable of interest is sensitive in nature, one may find
it more difficult to collect data from the respondents. Face-to-
face interview method is more reliable to collect data but the
cost associated to this method is higher in comparison to other
methods. Hansen and Hurwitz (1946) suggested a procedure of
taking a sub-sample from non-respondents after the first call
and collecting information by personal interviews. If the variable
of interest is sensitive in nature, then the respondent may not
provide honest answers in face-to-face interview. To reduce the
bias caused by sensitive questions, one could use Randomized
response technique (RRT) models. Diana et al. (2014), Ahmed
et al. (2017) and Makhdum et al. (2020) proposed estimators for
a sensitive variable in the presence of non-response using RRT
models. According to Collins et al. (2001), the use of auxiliary
variables when combined with the variable under study help to
achieve more efficient estimators. Gupta et al. (2020) studied the
estimation of variance of a sensitive study variable using a highly
correlated but non-sensitive auxiliary variable.
Another important cornerstone of non-sampling error is
measurement error. Kumar et al. (2011), Khalil et al. (2021), and
Singh et al. (2019) proposed different estimators for estimating
population parameters in presence of measurement error.
Azeem (2014), Kumar et al. (2015), Kumar et al. (2018), Kumar
(2016), Singh and Sharma (2015), Audu et al. (2020), Singh and
Vishwakarma (2019), Kumar and Chowdhary (2021), studied
the problem of mean estimation in the presence of non-response
and measurement error simultaneously.
Further, Khalil et al. (2018) pioneered the estimation pro-
cedure for a sensitive variable in the presence of measurement
error by using optional and non-optional RRT models.
about estimating the population mean of a sensitive variable
in the presence of both measurement error and non-response.
This issue has received little consideration in the existing liter-
ature. The RRT models utilized in earlier studies (Ahmed et al.
2017; Diana et al. 2014; Makhdum et al. 2020) are non-optional
RRT models in which all respondents need to give a scrambled
response. A survey question, on the other hand, may be sen-
sitive for one person but not for another. According to Gupta
et al. (2002), if we give respondents the option of answering the
sensitive question directly or providing a scrambled response,
the model will be more efficient while causing no further loss of
privacy Gupta et al. (2018).
2. Sampling procedure
Let U(= U1 U2 . . . UN )be a finite population of size N units
and a sample of size n is taken from U by using simple random
sampling without replacement (SRSWOR). Let Y be a sensitive
study variable which cannot be observed directly andX be a
non sensitive auxiliary variable correlated with Y, both having
unknown mean and variance i.e.,
(μx, μy ) and (σx,2 σy2 ), respectively. Suppose T and S be two
scrambling variable(s) with mean (μT = 1, μS = 0) and vari-
2 σ 2 ), respectively. Let W be the probability that respon-
ance (σT,
S
dent find the question sensitive. If the respondents consider the
question sensitive then he/she is asked to report a scrambled
response and else a correct response is reported/recorded.
Further, to collect sensitive information from the respon-
dents, the researchers find difficulty due to the occurrence of
non-response. If the variable of interest is sensitive in nature,
then to tackle with non-response, Hansen and Hurwitz (1946)
technique has been modified by Zhang et al. (2021), Kumar

CONTACT Chanda Rani chandaheer65@gmail.com Department of Statistics, University of Jammu, Jammu Tawi, J&K, India.
© 2024 The Author(s). Published with license by Taylor & Francis Group, LLC.
This is an Open Access article distributed under the terms of the Creative Commons Attribution License (http://creativecommons.org/licenses/by/4.0/), which permits unrestricted use, distribution,
and reproduction in any medium, provided the original work is properly cited. The terms on which this article has been published allow the posting of the Accepted Manuscript in a repository by
the author(s) or with their consent.
2 S. KUMAR AND C. RANI

and Kour (2022). In this technique, the respondent gives direct 3. Existing mean estimator
answer in first phase then ORRT model is used to get answer
By using basic terminologies, as used in Section 2, suppose
from a sub-group of non-respondents in the second phase.
that population mean and variance of the auxiliary variable
Therefore, ORRT model in the second phase is
 
N
Ywithprobability(1 − W) X are known and is denoted by μx = N1 xi and σx2 =
Z= (1) i=1
TY + SwithprobabilityW
1 
N
(xi − μx )2 , respectively.
with mean E(Z) = E(Y) and variance Var(Z) = σy2 + σS2 W + N−1
i=1
σT2 (σy2 + μ2y )W. The RRT model is Let the population mean and variance of the respondent
group of size N1 is given by
Z = (TY + S)J + Y(1 − J) (2) N1 

N1  2
where J∼ Bernoulli(W) with E(J) = W and Var(J) = W(1 − μx(1) = N11 xi and σx2(1) = N11−1 xi − μx(1) , respec-
i=1 i=1
W) When W = 1, then the randomized response becomes non- tively and the population mean and variance of non-respondent
optional. So, with W = 1 the mean and variance of Z is 
N2
group of size N2 is given byμx(2) = N12 xi and σx2(2) =
ER (Z) = (μT W + 1 − W)Y + μS W (3) i=1
  N2 
 2 σxy
VR (Z) = Y 2 σT2 +σS2 W (4) 1
N2 −1 xi − μx(2) , respectively. Further, ρxy = σx σy be the
i=1
Let us take a transformation of the randomized response be ŷi correlation coefficient between the auxiliary variable X and sen-
whose expectation under the randomization mechanism is the sitive variable Y σxy ρxy
true response yi and is given as Similarly, let ρxy(1) = σx σ(1) and ρxy(2) = σx σ(2)y be the
y
Zi − μS correlation coefficient between auxiliary variable X and the sen-
ŷi = (5)
μT W + 1 − W sitive study variableY for the respondent group and the non-
  (y2 σT2 +σS2 )W respondents group, respectively.
with E(ŷi ) = yi and Var ŷi = (μ i W+1−W) 2.
Assuming that the population mean μx of X is known and
T
Based on above discussions, we assume that only n1 units non-response happened on both Y and X. Some of the existing
provide response on first call and remaining  n2 =(n − n1) units mean estimators of ORRT model are listed below:
do not respond. Then a sub-sample of ns = nf2 f > 1 units
1. A typical mean estimator for sensitive variable in finite pop-
are taken from non-responding units n2 respectively. A modified ulation under modified Hansen and Hurwitz (HH) estimator
version of Hansen and Hurwitz estimator is given by in presence of measurement error is
ŷ = w1 y1 + w2 ŷ2 , (6) ∗
μ̂HH = ŷ = w1 y1 + w2 y∗2 , (7)
where y1 is the mean of respondents in first phase and ŷ2 =
ns  
 
ns
ŷi where y∗2 = 1
zi .
ns is the mean of sub-sampled units in the second phase.
ns
i=1
i=1
Also w1 = nn1 and w2 = nn2 . In presence of measurement error, the MSE of μ̂HH is given
by
The mean and variance of ŷ is    
     
E ŷ = Y and Var ŷ = θ σy2 + λσy2(2) + G MSE μ̂HH = θ σy2 + σu2 + λ σy2(2) + σp2 + G (8)
  
N−n W2 f −1 2. A ratio estimator corresponding to Gupta et al. (2014) esti-
where θ = ,λ = , mator under modified HH in presence of measurement error
Nn n
⎡   ⎤ is given by
W2 f ⎣ σy(2) + μy(2) σT + σS W ⎦
2 2 2 2
∗
G= , and ŷ
n (μT W + 1 − W)2 μ̂R = ∗ μx = R̂∗W μx , (9)
x
N2 ∗
W2 = . where ŷ and x∗ is the ordinary mean estimator under original
N
  HH procedure.
Moreover, let xi , yi , zi be the observed values and (Xi Yi Zi )be The MSE of μ̂R is given by
the true values of the variablesXY and Z, respectively. Let u be  
 
the measurement error (ME) on Y, v be the measurement error MSE μ̂R = θ σy2 + R2 σx2 − 2Rρyx σy σx
on X and p be the measurement error on Z, respectively. The  
ME’s on ith observed unit are ui = yi − Yi , vi = xi − Xi and + λ σy2(2) + R2 σx2(2) − 2Rρzx(2) σz σx(2)
pi = zi − Zi and assumed to be uncorrelated with mean zero    
and variance σu2 σv2 and σp2 , respectively. + θ σu2 + R2 σv2 + λ σp2 + R2 σv2 + G (10)
∗
In the presence of non-response and ME, the variance of ŷ μy ρyx(2)
is given by where R = μx and ρzx(2) = ⎛ 
   ⎞.
 σS2 +σT2 σy2 +μ2y
 ∗     ⎝
 1+
(2) (2)
W
⎠
Var ŷ = θ σy2 + σu2 + λ σy2(2) + σp2 + G. σy2
(2)
 RESEARCH IN STATISTICS 3

3. The generalized mean estimator considered in Zhang et al.   1   1

E e∗0 e1 = θρyx σy σx ,E e∗1 e1 = 2 θ σx2 .
(2021) but with non-response and measurement error is given μy μx μx
as
ρyx(2)
 ν where ρzx(2) = ⎛ 
   ⎞.
∗  ∗
 D  σS2 +σT2 σy2 +μ2y
μ̂pw = ŷ + k μx − x , (11) ⎝
 1+
(2) (2)
W
⎠
d σy2
(2)
 ∗  The bias of a proposed estimator up to the second order of
where d = [φ αx + β + (1 − φ) (αμx + β)], D = αμx +
approximation is given by
β, x∗ = μx 1 + ∗
 e1 and

∗
y = μy 1 + e∗0 . Also, k and ν are suitable chosen  
Bias τ̂cs
constants, φ is assumed to be an unknown constant whose  
(A1 + A2 + A3 ) 2 A2 2 σy σx
value is to be determined from optimality consideration, α =θ σx + σ − ρ yx (α1 + α2 )
and β are assumed to be some known parameters of the μ2x μ2x v μx
 
auxiliary variable X. A2  2  α
1
+λ σx(2) + σv2 − ρzx σz σx(2) , (14)
2
μx μx (2)
The MSE of μ̂pw is given by
   

MSE μ̂pw = θ σy2 + P2 σx2 − 2Pρyx σy σx α2 (α2 +1)
  where A1 = R + k1 α2 μx ,A2
2
+ λ σy2(2) + P2 σx2(2) − 2Pρzx(2) σz σx(2) 
  α1 (α1 +1)
  = R + k2 α1 μx ,
+ θ σu2 + P2 σv2 + λ σp2 + P2 σv2 + G (12) 2
 μy μy
θρyx σy σx +λρzx(2) σz σx(2) A3 = (k1 α1 + k2 α2 + Rα1 α2 ) μx ,R = andR = .
where P =  . μz μx
θ (σx2 +σv2 )+λ σx(2) +σv2
Therefore, the MSE of μ̂HH , μ̂R , and μ̂pw without measure- Without measurement error, the bias of τ̂cs can be obtained by
ment error may be obtained by puting σv2 = σu2 = σp2 = 0. taking σv2 = 0 in the above equation.
The MSE of the proposed estimator is
  
4. Proposed mean estimator MSE τ̂cs = θ [(k1 + α2 R) + (k2 + α1 R)]2 σx2 + (k2 + α1 R)2
Taking the motivation from Zhang et al. (2021), we propose a σv2 − 2ρyx σy σx [(k1 + k2 ) + R (α1 + α2 )]
generalized mean estimator using ORRT models in the presence  
of non-response and measurement error simultaneously as + σy2 + σu2 (15)
 ∗   
   μx α1  μx α2 + λ (k2 + α1 R)2 σx2(2) + σv2
τ̂cs = ŷ + k1 (μx − x) + k2 μx − x∗ ,
x∗ x 
 
∗
(13) − 2R (k2 + α1 R) ρzx(2) σz σx(2) + σy2(2) + σp2 + G
where ŷ denotes the mean of the sensitive study variable in the
presence of non-response and measurement error, x∗ is the mean Differentiate (15) with respect to k1 and k2 we get the optimum
of the auxiliary variable in the presence of non-response and values of k1 and k2 as
measurement error, x is the mean of auxiliary variable, α1 and
α2 are suitable chosen constants and k1 and k2 are assumed to k1(opt) = D − α2 Randk2(opt) = J − α1 R, (16)
be unknown constants whose values are to be optimize.
To find the MSE of the estimator, we define 
1 σy  
    where D =   ρyx θ σx2 + σv2
y∗ = μy 1 + e∗0 ,x∗ = μx 1 + e∗1 andx = μx (1 + e1 ) σx
θ σv2 + λ σx2(2) + σv2
      
such that E e∗0 = E e∗1 = E (e1 ) = 0. 
+ λ σx2(2) + σv2 − θρyx σy σx + R λρzx(2) σz σx(2)
 2 1    
E e∗0 = 2 θ σy2 + σu2 + λ σy2(2) + σp2 
R λρzx(2) σz σx(2)
μy and J =  .
⎡   ⎤ θ σv2 + λ σx2(2) + σv2
2 + μ2
y(2) σT + σS W
σ 2 2
2f ⎣ y(2)
⎦,
+
n (μT W + 1 − W)2 Substitute the values of k1 and k2 from (16) in (15) we get the
minimum MSE as
  
 2    
1 MSEmin τ̂cs = θ (D + J)2 σx2 + J 2 σv2 − 2ρyx σy σx (D + J)
E e∗1 = 2 θ σx2 + σv2 + λ σx2(2) + σv2 ,
μx     
+ σy2 + σu2 + λ J 2 σx2(2) + σv2
  1      σy σx σz σx(2)  
E e21 = 2 θ σx2 ,E e∗0 e∗1 = θρyx + λρzx(2) , − 2Jρzx(2) σz σx(2) + σy2(2) + σp2 + G (17)
μx μy μx μz μx
4 S. KUMAR AND C. RANI

The expression for the minimized MSE of the proposed estima- Table 1. PRE of the proposed estimators with respect to existing estimators for
different values of f and W using ORRT models.
tor without ME may be obtained by putting σv2 = σu2 = σp2 = 0
in the above expression, we get W f Estimators
   2    μ̂HH μ̂R μ̂pw τ̂cs
MSEmin τ̂cs = θ D∗ + J ∗ σx2 − 2ρyx σy σx D∗ + J ∗ + σy2
0.2 2 100.000 76.41382 100.0061 100.0119
 2  3 100.000 75.75772 100.0056 100.0091
+ λ J ∗ σx2(2) − 2J ∗ ρ zx(2) σz σx(2) + σy2(2) + G (18) 4 100.000 75.37299 100.0054 100.0074
5 100.000 76.57487 100.0048 100.0062
0.4 2 100.000 84.91888 100.0051 100.0101
 3 100.000 84.50677 100.0047 100.0076
1 σy
where D∗ = ρyx θ σx2 + λσx2(2) 4 100.000 84.19802 100.0045 100.0062
λσx2(2) σx 5 100.000 85.03562 100.004 100.0051


 0.6 2 100.000 92.21496 100.0043 100.0083
3 100.000 92.04403 100.0039 100.0061
− θρyx σy σx + R λρzx(2) σz σx(2) 4 100.000 91.85606 100.0036 100.0048

5 100.000 92.34802 100.0031 100.0038
∗
R λρzx(2) σz σx(2) 0.8 2 100.000 97.32849 100.0034 100.0064
and J = . 3 100.000 97.29573 100.0031 100.0042
λσx2(2) 4 100.000 97.2229 100.0028 100.003
5 100.000 97.42204 100.0023 100.0018

5. Efficiencies comparison
In this section, we compare the MSE of the proposed estimator An artificial population of size N(5000) from normal distri-
with respect to the MSE of other existing estimators mentioned bution and a sample of size n(850) under SRSWOR is taken. It is
in (8), (10), (12), and (17) are given as assumed that only n1 (450) units provide response and n2 (400)
    do not respond in the first phase.
 In
 the second phase, we take a
1. MSEmin τ̂cs <MSE μ̂HH if sub-sample of size ns = nf2 f > 1 from the non-respondent n2
! units by using f = 2, 3, 4, 5, respectively. The simulation study
θ (D + J)2 σx2 + J 2 σv2 − 2ρyx σy σx (D + J)
    given in Tables 1 and 2.
+λ J 2 σx2(2) + σv2 − 2Jρzx(2) σz σx(2) < 0 (19) Also, the scrambling variable Tand S are taken to be normal
with mean 1 and 0, respectively and with different variances.
   
2. MSEmin τ̂cs <MSE μ̂R if Further, another artificial population is used, we considered
    by Zhang et al. (2021) for the comparison purpose and to see
θ (D + J)2 − R2 σx2 + J 2 − R2 σv2 the performance of the proposed estimator over other consid-
! ered estimator. We have considered a population of size 5000
−2ρyx σy σx (D + J − R)
 generated from a bivariate normal distribution with mean and
 
+λ J 2 − R2 σx2(2) + σv2 (20) covariance (Y, X) as mentioned below:
   
 10 16 9.051
−2ρzx(2) σz σx(2) (J − R) < 0. μ= , = ρyx = 0.8
6 9.051 8
   
3. MSEmin τ̂cs <MSE μ̂pw if
    μx = 6.0228,σx2 = 8.1830,μy = 9.9864,σy2 = 16.1215,ρyx = 0.8024
θ (D + J)2 − P2 σx2 + J 2 − P2 σv2
! Taking sample of size n = 500 using SRSWOR and in the
− 2ρyx σy σx (D + J − P) (21) first phase we select a sample of size n1 (200) and n2 (300).
    
We take another sub-sample ns = nf2 where (f > 1) from the
+λ J 2 − P2 σx2(2) + σv2 − 2ρzx(2) σz σx(2) (J − P) < 0.
non-respondent in the second phase by using f = 2, 3, 4, 5. The
If the above conditions (19)–(21) hold true then the proposed simulation study based on Zhang et al. (2021) given in Table 3.
estimator is always more efficient than the other considered Coding for simulation was done in R software. The  Percent

estimators. Relative Efficiency (PRE) of the proposed estimator τ̂cs with
respect to usual
 unbiased
 estimator (μ̂HH ) and two considered
estimators μ̂R , μ̂pw is defined as
6. Simulation study 
MSE∗ (μ̂HH )
In this study, with the help of simulation study, we compare the PRE = ∗100,
performance of the proposed estimator under SRSWOR with the MSE∗ (μ̂i )
usual unbiased estimator and other two considered estimators. where μ̂i = μ̂HH , μ̂R , μ̂pw and τ̂cs
For simulation study, data set consist of sensitive study vari- Also σT2 = σS2 = 0.5.
able Y and an auxiliary variable X is generated from a normal Also σT2 = σS2 = 1.
distribution using themodel  From Tables 1 and 2, we will compare the performance of the
 
Y = aX + rnorm N,μy ,σy2 where X = rnorm N,μx ,σx2 , proposed estimator with respect to usual unbiased estimator and
    two considered estimators. In Table 1, when σT2 = σS2 = 0.5,
μy ,μx = (0, 0), a= 0.25 and σy2 ,σx2 may varies. we see that our proposed estimator decreases with the increase
 RESEARCH IN STATISTICS 5

Table 2. PRE of the proposed estimators with respect to existing estimators for posed estimator is more efficient than the existing estimators.
different values of f and W using ORRT models.
A simulation study is also supporting the theoretical results
W f Estimators except the situation when the probability of sensitive question
μ̂HH μ̂R μ̂pw τ̂cs is moderately high (i.e., W = 0.6), under this situation the
0.2 2 100.000 85.42602 100.0049 100.0097 Zhang et al. (2021) estimator (μ̂pw ) is more efficient. Based on
3 100.000 85.01259 100.0046 100.0073 the results obtained, we recommend the use of the suggested
4 100.000 84.72413 100.0043 100.0059 estimator by the researchers and practitioners in future.
5 100.000 85.60064 100.0038 100.0048
0.4 2 100.000 97.52038 100.0032 100.0059
3 100.000 97.48531 100.0028 100.0039
4 100.000 97.41648 100.0026 100.0028
Acknowledgments
5 100.000 97.62159 100.0021 100.0016
0.6 2 100.000 99.69804 100.0018 100.0007
The authors express very sincere gratitude to the reviewers for their con-
3 100.000 99.70426 100.0015 99.99723 structive suggestions which helped improve the presentation of the paper.
4 100.000 99.69732 100.0013 99.99538
5 100.000 99.72319 100.0007 99.99238
0.8 2 100.000 95.12491 100.0009 100.0022 Data availability statement
3 100.000 95.3436 100.0006 100.0015
4 100.000 95.20721 100.0005 100.0012 No real data is used in the paper.
5 100.000 95.77384 99.9998 100.0009

Disclosure statement
Table 3. PRE of the proposed estimators with respect to existing estimators for
different values of f and W = 0.8 using ORRT models. Also (σv2 = σu2 = σp2 = The authors declares that they have no conflicts of interest.
1, 5, 10).

Estimators f (σv2 = σu2 = σp2 ) ORCID

1 5 10 Sunil Kumar http://orcid.org/0000-0003-0249-8415
μ̂HH 2 100.000 100.000 100.000
3 100.000 100.000 100.000
4 100.000 100.000 100.000 References
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