Campus Units

Statistics

Document Type

Article

Publication Version

Published Version

Publication Date

12-2010

Journal or Book Title

Survey Methodology

Volume

36

Issue

2

First Page

145

Last Page

155

Abstract

We consider the problem of parameter estimation with auxiliary information, where the auxiliary information takes the form of known moments. Calibration estimation is a typical example of using the moment conditions in sample surveys. Given the parametric form of the original distribution of the sample observations, we use the estimated importance sampling of Henmi, Yoshida and Eguchi (2007) to obtain an improved estimator. If we use the normal density to compute the importance weights, the resulting estimator takes the form of the one-step exponential tilting estimator. The proposed exponential tilting estimator is shown to be asymptotically equivalent to the regression estimator, but it avoids extreme weights and has some computational advantages over the empirical likelihood estimator. Variance estimation is also discussed and results from a limited simulation study are presented.

Comments

This article is published as Kim, Jae Kwang. "Calibration estimation using exponential tilting in sample surveys." Survey Methodology 36, no. 2 (2010): 145-155. Posted with permission.

Rights

Source: Statistics Canada; Survey Methodology; December 2010. Reproduced and distributed on an "as is" basis with the permission of Statistics Canada.

Copyright Owner

Minister of Industry

Language

en

File Format

application/pdf

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