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Sample Survey Calibration: An Informationtheoretic perspective

Martin Wittenberg ()

No 41, SALDRU Working Papers from Southern Africa Labour and Development Research Unit, University of Cape Town

Abstract: We show that the pseudo empirical maximum likelihood estimator can be recast as a calibration estimator. The process of estimating the probabilities pk of the distribution function can be done also in a maximum entropy framework. We suggest that a minimum cross-entropy estimator has attractive theoretical properties. A Monte Carlo simulation suggests that this estimator outperforms the PEMLE and the Horvitz-Thompson estimator. This is a joint SALDRU/DataFirst Working Paper as part of the Mellon Data Quality Project. For more information about the project visit www.datafirst.uct.ac.za.

Keywords: sample weights; calibration; pseudo-empirical maximum likelihood estimation; cross entropy (search for similar items in EconPapers)
New Economics Papers: this item is included in nep-ecm
Date: 2009-10
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