利用总体信息对复杂调查数据进行建模:一种经验似然方法

Modelling complex survey data with population level information: an empirical likelihood approach

Biometrika · 2016
被引 19
ABS 4

中文导读

提出在分层不等概率抽样下,用经验似然比统计量处理含冗余参数的模型,其渐近服从卡方分布,模拟显示置信区间覆盖率和尾部误差优于传统方法。

Abstract

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.

计量经济学统计学调查数据人口学社会学