Survey Methodology
Variance estimation under monotone non-response for a panel survey

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by Hélène Juillard and Guillaume ChauvetNote 1

  • Release date: December 20, 2018
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Abstract

Panel surveys are frequently used to measure the evolution of parameters over time. Panel samples may suffer from different types of unit non-response, which is currently handled by estimating the response probabilities and by reweighting respondents. In this work, we consider estimation and variance estimation under unit non-response for panel surveys. Extending the work by Kim and Kim (2007) for several times, we consider a propensity score adjusted estimator accounting for initial non-response and attrition, and propose a suitable variance estimator. It is then extended to cover most estimators encountered in surveys, including calibrated estimators, complex parameters and longitudinal estimators. The properties of the proposed variance estimator and of a simplified variance estimator are estimated through a simulation study. An illustration of the proposed methods on data from the ELFE survey is also presented.

Key Words:      Longitudinal estimation; Non-response model; Product sampling design; Response homogeneity groups; Simplified variance estimation.

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How to cite

Juillard, H., and Chauvet, G. (2018). Variance estimation under monotone non-response for a panel survey. Survey Methodology, Statistics Canada, Catalogue No. 12-001-X, Vol. 44, No. 2. Paper available at https//www150.statcan.gc.ca/n1/pub/12-001-x/2018002/article/54952-eng.htm.

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ISSN : 1492-0921

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Survey Methodology publishes articles dealing with various aspects of statistical development relevant to a statistical agency, such as design issues in the context of practical constraints, use of different data sources and collection techniques, total survey error, survey evaluation, research in survey methodology, time series analysis, seasonal adjustment, demographic studies, data integration, estimation and data analysis methods, and general survey systems development. The emphasis is placed on the development and evaluation of specific methodologies as applied to data collection or the data themselves. All papers will be refereed. However, the authors retain full responsibility for the contents of their papers and opinions expressed are not necessarily those of the Editorial Board or of Statistics Canada.

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Published by authority of the Minister responsible for Statistics Canada.

© Her Majesty the Queen in Right of Canada as represented by the Minister of Industry, 2018

Use of this publication is governed by the Statistics Canada Open Licence Agreement.

Catalogue No. 12-001-X

Frequency: Semi-annual

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Table of contents

Abstract - Article main page
Section 1. Introduction
Section 2. Correction of non-response and attrition
Section 3. Calibration and complex parameters
Section 4. Longitudinal estimators
Section 5. A simulation study
Section 6. Illustration
Section 7. Conclusion
Acknowledgements
Appendix
References

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