One step or two? Calibration weighting from a complete list frame with nonresponse
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Phillip S. Kott and Dan LiaoNote 1
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Abstract
When a random sample drawn from a complete list frame suffers from unit nonresponse, calibration weighting to population totals can be used to remove nonresponse bias under either an assumed response (selection) or an assumed prediction (outcome) model. Calibration weighting in this way can not only provide double protection against nonresponse bias, it can also decrease variance. By employing a simple trick one can estimate the variance under the assumed prediction model and the mean squared error under the combination of an assumed response model and the probability-sampling mechanism simultaneously. Unfortunately, there is a practical limitation on what response model can be assumed when design weights are calibrated to population totals in a single step. In particular, the choice for the response function cannot always be logistic. That limitation does not hinder calibration weighting when performed in two steps: from the respondent sample to the full sample to remove the response bias and then from the full sample to the population to decrease variance. There are potential efficiency advantages from using the two-step approach as well even when the calibration variables employed in each step is a subset of the calibration variables in the single step. Simultaneous mean-squared-error estimation using linearization is possible, but more complicated than when calibrating in a single step.
Key Words: Probability sampling; Response model; Prediction model; Double protection; Simultaneous variance estimation.
Table of content
- 1. Introduction
- 2. One-step calibration weighting
- 3. Variance estimation for the one-step calibration estimator
- 4. Two-step calibration weighting
- 5. Some simulations
- 6. Concluding remarks
- Acknowledgements
- References
Notes
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