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Maximum Likelihood with Auxiliary Information

Chambers, Ray and Wang, Suojin (2006) Maximum Likelihood with Auxiliary Information , Southampton, UK Southampton Statistical Sciences Research Institute 33pp. (S3RI Methodology Working Papers, M06/08).

Record type: Monograph (Working Paper)


Analysis of survey data does not happen in a vacuum. We typically know more about the target population than just the data observed in the survey. In some cases this extra information can be incorporated via calibration of survey weights. However, model fitting using weights often leads to increased standard errors. Also, weights are usually calibrated to a relatively small set of variables, while population data may be known for many more variables. Here we use the general approach to maximum likelihood estimation for complex surveys described in Breckling et al. (1994) to develop methods for efficiently incorporating external population information into model fitting using survey data. In particular, we focus on two simple, but very popular, models fitted to survey data. These are the linear regression model and the logistic regression model.

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Published date: 14 June 2006


Local EPrints ID: 38977
PURE UUID: 0046af8e-de48-4a7b-ad1a-a79426496496

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Date deposited: 14 Jun 2006
Last modified: 17 Jul 2017 15:38

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Author: Ray Chambers
Author: Suojin Wang

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