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Empirical likelihood confidence intervals: an application to the EU-SILC Household Surveys

Berger, Yves G. and De La Riva Torres, Omar (2014) Empirical likelihood confidence intervals: an application to the EU-SILC Household Surveys In, Mecatti, Fulvia, Conti, Pier Luigi and Ranalli, Maria Giovanna (eds.) Contributions to Sampling Statistics. Cham, CH, Springer pp. 65-84. (Contributions to Sampling Statistics). (doi:10.1007/978-3-319-05320-2_5).

Record type: Book Section

Abstract

Berger and De La Riva Torres (2012), proposed a proper empirical likelihood approach which can be used to construct design-based confidence intervals. The proposed approach gives confidence intervals which may have better coverages than standard confidence intervals, which relies on normality, variance estimates and linearisation. The proposed approach does not rely on variance estimates, re-sampling or linearisation, even when the point estimator is not linear and does not have a normal distribution. It can be also used to construct confidence intervals of means, regressions coefficients, quantiles and poverty indicators. The proposed approach is less computational intensive than rescaled bootstrap (Rao and Wu 1988) which can be unstable and may not have the intended coverages (Berger and De La Riva Torres 2012). We apply the proposed approach to a measure of poverty based upon the European Union Statistics on Income and Living Conditions (eu-silc) survey (Eurostat 2012). Confidence intervals of the persistent-risk-of-poverty indicator are estimated for the overall population and six sub-population domains determined by cross-classifying age groups and gender. This work was supported by consulting work for the Net-SILC2 project (Atkinson and Marlier 2010).

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Published date: 9 May 2014
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Keywords: design-based approach, estimating equations, hájek estimator, horvitz–thompson estimator, stratification, ultimate cluster approach, unequal inclusion probabilities
Organisations: Statistical Sciences Research Institute

Identifiers

Local EPrints ID: 368586
URI: http://eprints.soton.ac.uk/id/eprint/368586
ISBN: 978-3-319-05319-6
ISSN: 1431-1968
PURE UUID: 9497f9f5-eaf2-47e8-bd22-92137c015b70

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Date deposited: 10 Sep 2014 11:01
Last modified: 18 Jul 2017 01:45

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Contributors

Author: Yves G. Berger
Author: Omar De La Riva Torres
Editor: Fulvia Mecatti
Editor: Pier Luigi Conti
Editor: Maria Giovanna Ranalli

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