An empirical likelihood approach for complex sampling

Berger, Yves and Oguz Alper, Melike (2016) An empirical likelihood approach for complex sampling. In Proceedings Papers of the 2016 Meeting of the Statistical Society of Canada. 9 pp .

Record type: Conference or Workshop Item (Paper)

Abstract

Survey data are often collected with unequal probabilities from a stratified population. We propose an empirical likelihood approach for sample data selected with unequal probabilities. We show that the empirical likelihood ratio statistic follows a chi-squared distribution asymptotically. The approach proposed does not rely on variance estimates, re-sampling or joint-inclusion probabilities, even when the parameter of interest is not linear. Standard confidence intervals based on variance estimates may give poor coverages, when normality does not hold. This can be the case with skewed data and outlying values. This paper contains the main results of Oguz-Alper & Berger (2016a,c) published by Oxford University Press. Oguz-Alper & Berger’s (2016a) empirical likelihood confidence interval has good coverages, even when the sampling distribution of the point estimator is not normal.

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