Predicting Census Survey Response Rates With Parsimonious Additive Models and Structured Interactions

In this paper we consider the problem of predicting survey response rates using a family of flexible and interpretable nonparametric models. The study is motivated by the US Census Bureau's well-known ROAM application which uses a linear regression model trained on the US Census Planning Database data to identify hard-to-survey areas. A crowdsourcing competition (Erdman and Bates, 2016) organized around ten years ago revealed that machine learning methods based on ensembles of regression trees led to the best performance in predicting survey response rates; however, the corresponding models could not be adopted for the intended application due to their black-box nature. We consider nonparametric additive models with small number of main and pairwise interaction effects using $\ell_0$-based penalization. From a methodological viewpoint, we study both computational and statistical aspects of our estimator; and discuss variants that incorporate strong hierarchical interactions. Our algorithms (opensourced on github) extend the computational frontiers of existing algorithms for sparse additive models, to be able to handle datasets relevant for the application we consider. We discuss and interpret findings from our model on the US Census Planning Database. In addition to being useful from an interpretability standpoint, our models lead to predictions that appear to be better than popular black-box machine learning methods based on gradient boosting and feedforward neural networks - suggesting that it is possible to have models that have the best of both worlds: good model accuracy and interpretability.
Comment: 40 pages, 7 figures