Berger, Yves and Kabzinska, Ewa (2019) Empirical likelihood approach for aligning information from multiple surveys. International Statistical Review. (doi:10.1111/insr.12337).
Abstract
When two surveys carried out separately in the same population have common variables, it might be desirable to adjust each survey’s weights so that they give equal estimates for the common variables. This problem has been studied extensively and has often been referred to as ‘alignment’ or ‘numerical consistency’. We develop a design-based empirical likelihood approach for alignment and estimation of complex parameters defined by estimating equations. We focus on a general case when a single set of adjusted weights, which can be applied to both common and non-common variables, is produced for each survey. The main contribution of the paper is to show that the empirical log-likelihood ratio statistic is pivotal in presence of alignment constraints. This pivotal statistic can be used to test hypotheses and derive confidence regions. Hence, the empirical likelihood approach proposed for alignment possesses the self-normalization property, under a design-based approach. The proposed approach accommodates large sampling fractions, stratification and population level auxiliary information. It is particularly well suited for inference about small domains, when data are skewed. It includes implicit adjustments when the samples considerably differ in size. The confidence regions are constructed without the need for variance estimates, joint-inclusion probabilities, linearisation and re-sampling.
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- Faculties (pre 2018 reorg) > Faculty of Social, Human and Mathematical Sciences (pre 2018 reorg) > Statistical Sciences Research Institute (S3RI) (pre 2018 reorg)
- Current Faculties > Faculty of Social Sciences > School of Economic Social and Political Science > Social Statistics and Demography
School of Economic Social and Political Science > Social Statistics and Demography
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