Centre for Statistical & Survey Methodology Working Paper Series

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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.