共 50 条
Modelling complex survey data with population level information: an empirical likelihood approach
被引:14
|作者:
Oguz-Alper, M.
[1
]
Berger, Y. G.
[2
]
机构:
[1] Stat Norway, Postboks Dep 8131, NO-0033 Oslo, Norway
[2] Univ Southampton, Southampton Stat Sci Res Inst, Southampton SO17 1BJ, Hants, England
来源:
基金:
英国经济与社会研究理事会;
关键词:
Design-based inference;
Empirical likelihood;
Estimating equation;
Inclusion probability;
Regression parameter;
Unequal probability sampling;
CONFIDENCE-INTERVALS;
CALIBRATION;
ESTIMATORS;
INFERENCE;
SUPERPOPULATION;
RATIO;
D O I:
10.1093/biomet/asw014
中图分类号:
Q [生物科学];
学科分类号:
07 ;
0710 ;
09 ;
摘要:
Survey data are often collected with unequal probabilities from a stratified population. In many modelling situations, the parameter of interest is a subset of a set of parameters, with the others treated as nuisance parameters. We show that in this situation the empirical likelihood ratio statistic follows a chi-squared distribution asymptotically, under stratified single and multi-stage unequal probability sampling, with negligible sampling fractions. Simulation studies show that the empirical likelihood confidence interval may achieve better coverages and has more balanced tail error rates than standard approaches involving variance estimation, linearization or resampling.
引用
收藏
页码:447 / 459
页数:13
相关论文