Linearization variance estimation for generalized raking estimators in the presence of nonresponse

Julia D'Arrigo and Chris J. Skinner

LSE Research Online Documents on Economics from London School of Economics and Political Science, LSE Library

Abstract: Alternative forms of linearization variance estimators for generalized raking estimators are defined via different choices of the weights applied (a) to residuals and (b) to the estimated regression coefficients used in calculating the residuals. Some theory is presented for three forms of generalized raking estimator, the classical raking ratio estimator, the 'maximum likelihood' raking estimator and the generalized regression estimator, and for associated linearization variance estimators. A simulation study is undertaken, based upon a labour force survey and an income and expenditure survey. Properties of the estimators are assessed with respect to both sampling and nonresponse. The study displays little difference between the properties of the alternative raking estimators for a given sampling scheme and nonresponse model. Amongst the variance estimators, the approach which weights residuals by the design weight can be severely biased in the presence of nonresponse. The approach which weights residuals by the calibrated weight tends to display much less bias. Varying the choice of the weights used to construct the regression coefficients has little impact.

Keywords: calibration; nonresponse; raking; variance estimation; weight (search for similar items in EconPapers)
JEL-codes: C1 (search for similar items in EconPapers)
Date: 2010-12
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Citations: View citations in EconPapers (4)

Published in Survey Methodology, December, 2010, 36(2), pp. 181-192. ISSN: 0714-0045

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