Adaptive calibration for prediction of finite population totals - ARCHIVED
Articles and reports: 12-001-X200800210757
Description:
Sample weights can be calibrated to reflect the known population totals of a set of auxiliary variables. Predictors of finite population totals calculated using these weights have low bias if these variables are related to the variable of interest, but can have high variance if too many auxiliary variables are used. This article develops an "adaptive calibration" approach, where the auxiliary variables to be used in weighting are selected using sample data. Adaptively calibrated estimators are shown to have lower mean squared error and better coverage properties than non-adaptive estimators in many cases.
Issue Number: 2008002
Main Product: Survey Methodology
Format | Release date | More information |
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December 23, 2008 |
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