A pseudo empirical likelihood approach for stratified samples with nonresponse
Fang, Fang ; Hong, Quan ; Shao, Jun
Ann. Statist., Tome 37 (2009) no. 1, p. 371-393 / Harvested from Project Euclid
Nonresponse is common in surveys. When the response probability of a survey variable Y depends on Y through an observed auxiliary categorical variable Z (i.e., the response probability of Y is conditionally independent of Y given Z), a simple method often used in practice is to use Z categories as imputation cells and construct estimators by imputing nonrespondents or reweighting respondents within each imputation cell. This simple method, however, is inefficient when some Z categories have small sizes and ad hoc methods are often applied to collapse small imputation cells. Assuming a parametric model on the conditional probability of Z given Y and a nonparametric model on the distribution of Y, we develop a pseudo empirical likelihood method to provide more efficient survey estimators. Our method avoids any ad hoc collapsing small Z categories, since reweighting or imputation is done across Z categories. Asymptotic distributions for estimators of population means based on the pseudo empirical likelihood method are derived. For variance estimation, we consider a bootstrap procedure and its consistency is established. Some simulation results are provided to assess the finite sample performance of the proposed estimators.
Publié le : 2009-02-15
Classification:  Pseudo empirical likelihood,  response mechanism,  bootstrap,  imputation,  62D05,  62G20,  62G99
@article{1232115939,
     author = {Fang, Fang and Hong, Quan and Shao, Jun},
     title = {A pseudo empirical likelihood approach for stratified samples with nonresponse},
     journal = {Ann. Statist.},
     volume = {37},
     number = {1},
     year = {2009},
     pages = { 371-393},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1232115939}
}
Fang, Fang; Hong, Quan; Shao, Jun. A pseudo empirical likelihood approach for stratified samples with nonresponse. Ann. Statist., Tome 37 (2009) no. 1, pp.  371-393. http://gdmltest.u-ga.fr/item/1232115939/