Survey Methodology
Comments by Jae Kwang Kim and HaiYing WangNote 1 on “Statistical disclosure control and developments in formal privacy: In memoriam to Chris Skinner”: A note on weight smoothing in survey sampling

  • Release date: June 30, 2023

Abstract

Weight smoothing is a useful technique in improving the efficiency of design-based estimators at the risk of bias due to model misspecification. As an extension of the work of Kim and Skinner (2013), we propose using weight smoothing to construct the conditional likelihood for efficient analytic inference under informative sampling. The Beta prime distribution can be used to build a parameter model for weights in the sample. A score test is developed to test for model misspecification in the weight model. A pretest estimator using the score test can be developed naturally. The pretest estimator is nearly unbiased and can be more efficient than the design-based estimator when the weight model is correctly specified, or the original weights are highly variable. A limited simulation study is presented to investigate the performance of the proposed methods.

Key Words: Conditional maximum likelihood method; Analytic inference; Score test; Pretest estimation.

Table of contents

How to cite

Kim, J.K., and Wang, H. (2023). Comments on “Statistical disclosure control and developments in formal privacy: In memoriam to Chris Skinner”: A note on weight smoothing in survey sampling. Survey Methodology, Statistics Canada, Catalogue No. 12-001-X, Vol. 49, No. 1. Paper available at http://www.statcan.gc.ca/pub/12-001-x/2023001/article/00005-eng.htm.

Note

Date modified: