Weighting and estimation
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- Articles and reports: 75F0002M2004012Description:
This study compares income estimates across several statistical programs at Statistics Canada. It examines how similar the estimates produced by different question sets are.
Income data are collected by many household surveys. Some surveys have income as a major part of their content, and therefore collect income at a detailed level; others collect data from a much smaller set of income questions. No standard sets of income questions have been developed.
Release date: 2004-12-23 - Journals and periodicals: 92-395-XDescription:
This report describes sampling and weighting procedures used in the 2001 Census. It reviews the history of these procedures in Canadian censuses, provides operational and theoretical justifications for them, and presents the results of the evaluation studies of these procedures.
Release date: 2004-12-15 - 3. Using bootstrap weights with Wes Var and SUDAAN ArchivedArticles and reports: 12-002-X20040027032Description:
This article examines why many Statistics Canada surveys supply bootstrap weights with their microdata for the purpose of design-based variance estimation. Bootstrap weights are not supported by commercially available software such as SUDAAN and WesVar, but there are ways to use these applications to produce boostrap variance estimates.
The paper concludes with a brief discussion of other design-based approaches to variance estimation as well as software, programs and procedures where these methods have been employed.
Release date: 2004-10-05 - Articles and reports: 11-522-X20020016430Description:
Linearization (or Taylor series) methods are widely used to estimate standard errors for the co-efficients of linear regression models fit to multi-stage samples. When the number of primary sampling units (PSUs) is large, linearization can produce accurate standard errors under quite general conditions. However, when the number of PSUs is small or a co-efficient depends primarily on data from a small number of PSUs, linearization estimators can have large negative bias.
In this paper, we characterize features of the design matrix that produce large bias in linearization standard errors for linear regression co-efficients. We then propose a new method, bias reduced linearization (BRL), based on residuals adjusted to better approximate the covariance of the true errors. When the errors are independent and identically distributed (i.i.d.), the BRL estimator is unbiased for the variance. Furthermore, a simulation study shows that BRL can greatly reduce the bias, even if the errors are not i.i.d. We also propose using a Satterthwaite approximation to determine the degrees of freedom of the reference distribution for tests and confidence intervals about linear combinations of co-efficients based on the BRL estimator. We demonstrate that the jackknife estimator also tends to be biased in situations where linearization is biased. However, the jackknife's bias tends to be positive. Our bias-reduced linearization estimator can be viewed as a compromise between the traditional linearization and jackknife estimators.
Release date: 2004-09-13 - Articles and reports: 11-522-X20020016714Description:
In this highly technical paper, we illustrate the application of the delete-a-group jack-knife variance estimator approach to a particular complex multi-wave longitudinal study, demonstrating its utility for linear regression and other analytic models. The delete-a-group jack-knife variance estimator is proving a very useful tool for measuring variances under complex sampling designs. This technique divides the first-phase sample into mutually exclusive and nearly equal variance groups, deletes one group at a time to create a set of replicates and makes analogous weighting adjustments in each replicate to those done for the sample as a whole. Variance estimation proceeds in the standard (unstratified) jack-knife fashion.
Our application is to the Chicago Health and Aging Project (CHAP), a community-based longitudinal study examining risk factors for chronic health problems of older adults. A major aim of the study is the investigation of risk factors for incident Alzheimer's disease. The current design of CHAP has two components: (1) Every three years, all surviving members of the cohort are interviewed on a variety of health-related topics. These interviews include cognitive and physical function measures. (2) At each of these waves of data collection, a stratified Poisson sample is drawn from among the respondents to the full population interview for detailed clinical evaluation and neuropsychological testing. To investigate risk factors for incident disease, a 'disease-free' cohort is identified at the preceding time point and forms one major stratum in the sampling frame.
We provide proofs of the theoretical applicability of the delete-a-group jack-knife for particular estimators under this Poisson design, paying needed attention to the distinction between finite-population and infinite-population (model) inference. In addition, we examine the issue of determining the 'right number' of variance groups.
Release date: 2004-09-13 - Articles and reports: 11-522-X20020016717Description:
In the United States, the National Health and Nutrition Examination Survey (NHANES) is linked to the National Health Interview Survey (NHIS) at the primary sampling unit level (the same counties, but not necessarily the same persons, are in both surveys). The NHANES examines about 5,000 persons per year, while the NHIS samples about 100,000 persons per year. In this paper, we present and develop properties of models that allow NHIS and administrative data to be used as auxiliary information for estimating quantities of interest in the NHANES. The methodology, related to Fay-Herriot (1979) small-area models and to calibration estimators in Deville and Sarndal (1992), accounts for the survey designs in the error structure.
Release date: 2004-09-13 - Articles and reports: 11-522-X20020016718Description:
Cancer surveillance research requires accurate estimates of risk factors at the small area level. These risk factors are often obtained from surveys such as the National Health Interview Survey (NHIS) or the Behavioral Risk Factors Surveillance Survey (BRFSS). Unfortunately, no one population-based survey provides ideal prevalence estimates of such risk factors. One strategy is to combine information from multiple surveys, using the complementary strengths of one survey to compensate for the weakness of the other. The NHIS is a nationally representative, face-to-face survey with a high response rate; however, it cannot produce state or substate estimates of risk factor prevalence because sample sizes are too small. The BRFSS is a state-level telephone survey that excludes non-telephone households and has a lower response rate, but does provide reasonable sample sizes in all states and many counties. Several methods are available for constructing small-area estimators that combine information from both the NHIS and the BRFSS, including direct estimators, estimators under hierarchical Bayes models and model-assisted estimators. In this paper, we focus on the latter, constructing generalized regression (GREG) and 'minimum-distance' estimators and using existing and newly developed small-area smoothing techniques to smooth the resulting estimators.
Release date: 2004-09-13 - 8. An investigation into the development and testing of a methodology for updating census indicators ArchivedArticles and reports: 11-522-X20020016727Description:
The census data are widely used in the distribution and targeting of resources at national, regional and local levels. In the United Kingdom (UK), a population census is conducted every 10 years. As time elapses, the census data become outdated and less relevant, thus making the distribution of resources less equitable. This paper examines alternative methods in rectifying this.
A number of small area methods have been developed for producing postcensal estimates, including the Structural Preserving Estimation technique as a result of Purcell and Kish (1980). This paper develops an alternative approach that is based on a linear mixed modelling approach to producing postcensal estimates. The validity of the methodology is tested on simulated data from the Finnish population register and the technique is applied to producing updated estimates for a number of the 1991 UK census variables.
Release date: 2004-09-13 - Articles and reports: 11-522-X20020016734Description:
According to recent literature, the calibration method has gained much popularity on survey sampling and calibration estimators are routinely computed by many survey organizations. The choice of calibration variables for all existing approaches, however, remains ad hoc. In this article, we show that the model-calibration estimator for the finite population mean, which was proposed by Wu and Sitter (2001) through an intuitive argument, is indeed optimal among a class of calibration estimators. We further present optimal calibration estimators for the finite population distribution function, the population variance, variance of a linear estimator and other quadratic finite population functions under a unified framework. A limited simulation study shows that the improvement of these optimal estimators over the conventional ones can be substantial. The question of when and how auxiliary information can be used for both the estimation of the population mean using a generalized regression estimator and the estimation of its variance through calibration is addressed clearly under the proposed general methodology. Constructions of proposed estimators under two-phase sampling and some fundamental issues in using auxiliary information from survey data are also addressed under the context of optimal estimation.
Release date: 2004-09-13 - 10. Regression estimators for the 2001 Canadian Census ArchivedArticles and reports: 11-522-X20020016735Description:
In the 2001 Canadian Census of Population, calibration or regression estimation was used to calculate a single set of household level weights to be used for all census estimates based on a one in five national sample of more than two million households. Because many auxiliary variables were available, only a subset of them could be used. Otherwise, some of the weights would have been smaller than the number one or even negative. In this technical paper, a forward selection procedure was used to discard auxiliary variables that caused weights to be smaller than one or that caused a large condition number for the calibration weight matrix being inverted. Also, two calibration adjustments were done to achieve close agreement between auxiliary population counts and estimates for small areas. Prior to 2001, the projection generalized regression (GREG) estimator was used and the weights were required to be greater than zero. For the 2001 Census, a switch was made to a pseudo-optimal regression estimator that kept more auxiliary variables and, at the same time, required that the weights be one or more.
Release date: 2004-09-13
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Analysis (29) (0 to 10 of 29 results)
- Articles and reports: 75F0002M2004012Description:
This study compares income estimates across several statistical programs at Statistics Canada. It examines how similar the estimates produced by different question sets are.
Income data are collected by many household surveys. Some surveys have income as a major part of their content, and therefore collect income at a detailed level; others collect data from a much smaller set of income questions. No standard sets of income questions have been developed.
Release date: 2004-12-23 - Journals and periodicals: 92-395-XDescription:
This report describes sampling and weighting procedures used in the 2001 Census. It reviews the history of these procedures in Canadian censuses, provides operational and theoretical justifications for them, and presents the results of the evaluation studies of these procedures.
Release date: 2004-12-15 - 3. Using bootstrap weights with Wes Var and SUDAAN ArchivedArticles and reports: 12-002-X20040027032Description:
This article examines why many Statistics Canada surveys supply bootstrap weights with their microdata for the purpose of design-based variance estimation. Bootstrap weights are not supported by commercially available software such as SUDAAN and WesVar, but there are ways to use these applications to produce boostrap variance estimates.
The paper concludes with a brief discussion of other design-based approaches to variance estimation as well as software, programs and procedures where these methods have been employed.
Release date: 2004-10-05 - Articles and reports: 11-522-X20020016430Description:
Linearization (or Taylor series) methods are widely used to estimate standard errors for the co-efficients of linear regression models fit to multi-stage samples. When the number of primary sampling units (PSUs) is large, linearization can produce accurate standard errors under quite general conditions. However, when the number of PSUs is small or a co-efficient depends primarily on data from a small number of PSUs, linearization estimators can have large negative bias.
In this paper, we characterize features of the design matrix that produce large bias in linearization standard errors for linear regression co-efficients. We then propose a new method, bias reduced linearization (BRL), based on residuals adjusted to better approximate the covariance of the true errors. When the errors are independent and identically distributed (i.i.d.), the BRL estimator is unbiased for the variance. Furthermore, a simulation study shows that BRL can greatly reduce the bias, even if the errors are not i.i.d. We also propose using a Satterthwaite approximation to determine the degrees of freedom of the reference distribution for tests and confidence intervals about linear combinations of co-efficients based on the BRL estimator. We demonstrate that the jackknife estimator also tends to be biased in situations where linearization is biased. However, the jackknife's bias tends to be positive. Our bias-reduced linearization estimator can be viewed as a compromise between the traditional linearization and jackknife estimators.
Release date: 2004-09-13 - Articles and reports: 11-522-X20020016714Description:
In this highly technical paper, we illustrate the application of the delete-a-group jack-knife variance estimator approach to a particular complex multi-wave longitudinal study, demonstrating its utility for linear regression and other analytic models. The delete-a-group jack-knife variance estimator is proving a very useful tool for measuring variances under complex sampling designs. This technique divides the first-phase sample into mutually exclusive and nearly equal variance groups, deletes one group at a time to create a set of replicates and makes analogous weighting adjustments in each replicate to those done for the sample as a whole. Variance estimation proceeds in the standard (unstratified) jack-knife fashion.
Our application is to the Chicago Health and Aging Project (CHAP), a community-based longitudinal study examining risk factors for chronic health problems of older adults. A major aim of the study is the investigation of risk factors for incident Alzheimer's disease. The current design of CHAP has two components: (1) Every three years, all surviving members of the cohort are interviewed on a variety of health-related topics. These interviews include cognitive and physical function measures. (2) At each of these waves of data collection, a stratified Poisson sample is drawn from among the respondents to the full population interview for detailed clinical evaluation and neuropsychological testing. To investigate risk factors for incident disease, a 'disease-free' cohort is identified at the preceding time point and forms one major stratum in the sampling frame.
We provide proofs of the theoretical applicability of the delete-a-group jack-knife for particular estimators under this Poisson design, paying needed attention to the distinction between finite-population and infinite-population (model) inference. In addition, we examine the issue of determining the 'right number' of variance groups.
Release date: 2004-09-13 - Articles and reports: 11-522-X20020016717Description:
In the United States, the National Health and Nutrition Examination Survey (NHANES) is linked to the National Health Interview Survey (NHIS) at the primary sampling unit level (the same counties, but not necessarily the same persons, are in both surveys). The NHANES examines about 5,000 persons per year, while the NHIS samples about 100,000 persons per year. In this paper, we present and develop properties of models that allow NHIS and administrative data to be used as auxiliary information for estimating quantities of interest in the NHANES. The methodology, related to Fay-Herriot (1979) small-area models and to calibration estimators in Deville and Sarndal (1992), accounts for the survey designs in the error structure.
Release date: 2004-09-13 - Articles and reports: 11-522-X20020016718Description:
Cancer surveillance research requires accurate estimates of risk factors at the small area level. These risk factors are often obtained from surveys such as the National Health Interview Survey (NHIS) or the Behavioral Risk Factors Surveillance Survey (BRFSS). Unfortunately, no one population-based survey provides ideal prevalence estimates of such risk factors. One strategy is to combine information from multiple surveys, using the complementary strengths of one survey to compensate for the weakness of the other. The NHIS is a nationally representative, face-to-face survey with a high response rate; however, it cannot produce state or substate estimates of risk factor prevalence because sample sizes are too small. The BRFSS is a state-level telephone survey that excludes non-telephone households and has a lower response rate, but does provide reasonable sample sizes in all states and many counties. Several methods are available for constructing small-area estimators that combine information from both the NHIS and the BRFSS, including direct estimators, estimators under hierarchical Bayes models and model-assisted estimators. In this paper, we focus on the latter, constructing generalized regression (GREG) and 'minimum-distance' estimators and using existing and newly developed small-area smoothing techniques to smooth the resulting estimators.
Release date: 2004-09-13 - 8. An investigation into the development and testing of a methodology for updating census indicators ArchivedArticles and reports: 11-522-X20020016727Description:
The census data are widely used in the distribution and targeting of resources at national, regional and local levels. In the United Kingdom (UK), a population census is conducted every 10 years. As time elapses, the census data become outdated and less relevant, thus making the distribution of resources less equitable. This paper examines alternative methods in rectifying this.
A number of small area methods have been developed for producing postcensal estimates, including the Structural Preserving Estimation technique as a result of Purcell and Kish (1980). This paper develops an alternative approach that is based on a linear mixed modelling approach to producing postcensal estimates. The validity of the methodology is tested on simulated data from the Finnish population register and the technique is applied to producing updated estimates for a number of the 1991 UK census variables.
Release date: 2004-09-13 - Articles and reports: 11-522-X20020016734Description:
According to recent literature, the calibration method has gained much popularity on survey sampling and calibration estimators are routinely computed by many survey organizations. The choice of calibration variables for all existing approaches, however, remains ad hoc. In this article, we show that the model-calibration estimator for the finite population mean, which was proposed by Wu and Sitter (2001) through an intuitive argument, is indeed optimal among a class of calibration estimators. We further present optimal calibration estimators for the finite population distribution function, the population variance, variance of a linear estimator and other quadratic finite population functions under a unified framework. A limited simulation study shows that the improvement of these optimal estimators over the conventional ones can be substantial. The question of when and how auxiliary information can be used for both the estimation of the population mean using a generalized regression estimator and the estimation of its variance through calibration is addressed clearly under the proposed general methodology. Constructions of proposed estimators under two-phase sampling and some fundamental issues in using auxiliary information from survey data are also addressed under the context of optimal estimation.
Release date: 2004-09-13 - 10. Regression estimators for the 2001 Canadian Census ArchivedArticles and reports: 11-522-X20020016735Description:
In the 2001 Canadian Census of Population, calibration or regression estimation was used to calculate a single set of household level weights to be used for all census estimates based on a one in five national sample of more than two million households. Because many auxiliary variables were available, only a subset of them could be used. Otherwise, some of the weights would have been smaller than the number one or even negative. In this technical paper, a forward selection procedure was used to discard auxiliary variables that caused weights to be smaller than one or that caused a large condition number for the calibration weight matrix being inverted. Also, two calibration adjustments were done to achieve close agreement between auxiliary population counts and estimates for small areas. Prior to 2001, the projection generalized regression (GREG) estimator was used and the weights were required to be greater than zero. For the 2001 Census, a switch was made to a pseudo-optimal regression estimator that kept more auxiliary variables and, at the same time, required that the weights be one or more.
Release date: 2004-09-13
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- Surveys and statistical programs – Documentation: 12-002-X20040016891Description:
These two programs are designed to estimate variability due to measurement error beyond the sampling variance introduced by the survey design in the Youth in Transition Survey / Programme of International Student Assessment (YITS/PISA). Program code is included in an appendix.
Release date: 2004-04-15
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