Centre for Statistical & Survey Methodology Working Paper Series
Publication Date
2008
Recommended Citation
Clark, Robert Graham and Chambers, R. L., Adaptive Calibration for Prediction of Finite Population Totals, Centre for Statistical and Survey Methodology, University of Wollongong, Working Paper 05-08, 2008, 31p.
https://ro.uow.edu.au/cssmwp/5
Abstract
Sample weights can be calibrated to reflect the known population totals of a set of auxiliary variables. Predictors of finite population totals calculated using these weights have low bias if the these variables are related to the variable of interest, but can have high variance if too many auxiliary variables are used. This article develops an "adaptive calibration" approach, where the auxiliary variables to be used in weighting are selected using sample data. Adaptively calibrated estimators are shown to have lower mean squared error and better coverage properties than non-adaptive estimators in many cases.