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  • 1. On calibration estimation for quantiles Archived
    Articles and reports: 12-001-X20060019255
    Description:

    In this paper, we consider the estimation of quantiles using the calibration paradigm. The proposed methodology relies on an approach similar to the one leading to the original calibration estimators of Deville and Särndal (1992). An appealing property of the new methodology is that it is not necessary to know the values of the auxiliary variables for all units in the population. It suffices instead to know the corresponding quantiles for the auxiliary variables. When the quadratic metric is adopted, an analytic representation of the calibration weights is obtained. In this situation, the weights are similar to those leading to the generalized regression (GREG) estimator. Variance estimation and construction of confidence intervals are discussed. In a small simulation study, a calibration estimator is compared to other popular estimators for quantiles that also make use of auxiliary information.

    Release date: 2006-07-20
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  • 1. On calibration estimation for quantiles Archived
    Articles and reports: 12-001-X20060019255
    Description:

    In this paper, we consider the estimation of quantiles using the calibration paradigm. The proposed methodology relies on an approach similar to the one leading to the original calibration estimators of Deville and Särndal (1992). An appealing property of the new methodology is that it is not necessary to know the values of the auxiliary variables for all units in the population. It suffices instead to know the corresponding quantiles for the auxiliary variables. When the quadratic metric is adopted, an analytic representation of the calibration weights is obtained. In this situation, the weights are similar to those leading to the generalized regression (GREG) estimator. Variance estimation and construction of confidence intervals are discussed. In a small simulation study, a calibration estimator is compared to other popular estimators for quantiles that also make use of auxiliary information.

    Release date: 2006-07-20
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