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Adaptive Calibration for Prediction of Finite Population Totals

Journal Article


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Abstract


  • 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.

Publication Date


  • 2008

Citation


  • Clark, R. Graham. & Chambers, R. L. (2008). Adaptive Calibration for Prediction of Finite Population Totals. Survey Methodology, 34 (2), 163-172.

Scopus Eid


  • 2-s2.0-77949528313

Ro Full-text Url


  • http://ro.uow.edu.au/cgi/viewcontent.cgi?article=2424&context=infopapers&unstamped=1

Ro Metadata Url


  • http://ro.uow.edu.au/infopapers/1404

Number Of Pages


  • 9

Start Page


  • 163

End Page


  • 172

Volume


  • 34

Issue


  • 2

Place Of Publication


  • http://www.statcan.gc.ca/ads-annonces/12-001-x/index-eng.htm

Abstract


  • 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.

Publication Date


  • 2008

Citation


  • Clark, R. Graham. & Chambers, R. L. (2008). Adaptive Calibration for Prediction of Finite Population Totals. Survey Methodology, 34 (2), 163-172.

Scopus Eid


  • 2-s2.0-77949528313

Ro Full-text Url


  • http://ro.uow.edu.au/cgi/viewcontent.cgi?article=2424&context=infopapers&unstamped=1

Ro Metadata Url


  • http://ro.uow.edu.au/infopapers/1404

Number Of Pages


  • 9

Start Page


  • 163

End Page


  • 172

Volume


  • 34

Issue


  • 2

Place Of Publication


  • http://www.statcan.gc.ca/ads-annonces/12-001-x/index-eng.htm