Diagnostic Tests for the Necessity of Weight in Regression With Survey Data
本文回顾并改进了调查数据线性回归中判断是否需要加权的诊断检验，通过模拟比较了各检验的统计性质，并应用于中国家庭追踪调查的家庭支出分析。
Summary To weight or not to weight in regression analyses with survey data has been debated in the literature. The problem is essentially a tradeoff between the bias and the variance of the regression coefficient estimator. An array of diagnostic tests for informative weights have been developed. Nonetheless, studies comparing the performance of the tests, especially for finite samples, are scarce, and the theoretical equivalence of some tests has not been investigated. Focusing on the linear regression setting, we review a collection of such tests and propose enhanced versions of some of them that require an auxiliary regression model for the weight. Further, the equivalence of two popular tests is established which has not been reported before. In contrast to existing reviews with no empirical comparison, we compare the sizes and powers of the tests in simulation studies. The reviewed tests are applied to a regression analysis of the family expenditure using the data from the China Family Panel Study.