Regression estimators for the 2001 Canadian Census

In the 2001 Canadian Census of Population, calibration or regression estimation was used to calculate a single set of household level weights to be used for all census estimates based on a one in five national sample of more than two million households. Because many auxiliary variables were available, only a subset of them could be used. Otherwise, some of the weights would have been smaller than the number one or even negative. In this technical paper, a forward selection procedure was used to discard auxiliary variables that caused weights to be smaller than one or that caused a large condition number for the calibration weight matrix being inverted. Also, two calibration adjustments were done to achieve close agreement between auxiliary population counts and estimates for small areas. Prior to 2001, the projection generalized regression (GREG) estimator was used and the weights were required to be greater than zero. For the 2001 Census, a switch was made to a pseudo-optimal regression estimator that kept more auxiliary variables and, at the same time, required that the weights be one or more.