An empirical likelihood approach to data analysis under two-stage sampling designs

被引:3
|
作者
Zheng, Ming [1 ]
Yu, Wen [1 ]
机构
[1] Fudan Univ, Sch Management, Dept Stat, Shanghai 200433, Peoples R China
基金
中国国家自然科学基金;
关键词
Empirical likelihood; Missing data; Over-identified; Two-stage sampling; Validation sample; IN-COVARIABLES MODELS; VALIDATION DATA; REGRESSION; INFERENCE;
D O I
10.1016/j.spl.2011.01.011
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
A new empirical likelihood approach is developed to analyze data from two-stage sampling designs, in which a primary sample of rough or proxy measures for the variables of interest and a validation subsample of exact information are available. The validation sample is assumed to be a simple random subsample from the primary one. The proposed empirical likelihood approach is capable of utilizing all the information from both the specific models and the two available samples flexibly. It maintains some nice features of the empirical likelihood method and improves the asymptotic efficiency of the existing inferential procedures. The asymptotic properties are derived for the new approach. Some numerical studies are carried out to assess the finite sample performance. (C) 2011 Elsevier B.V. All rights reserved.
引用
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页码:947 / 956
页数:10
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