Debiased calibration estimation using generalized entropy in survey sampling

Fuente: arXiv
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Main Authors: Kwon, Yonghyun, Kim, Jae Kwang, Qiu, Yumou
Format: Preprint
Published: 2024
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author Kwon, Yonghyun
Kim, Jae Kwang
Qiu, Yumou
author_facet Kwon, Yonghyun
Kim, Jae Kwang
Qiu, Yumou
contents Incorporating the auxiliary information into the survey estimation is a fundamental problem in survey sampling. Calibration weighting is a popular tool for incorporating the auxiliary information. The calibration weighting method of Deville and Sarndal (1992) uses a distance measure between the design weights and the final weights to solve the optimization problem with calibration constraints. This paper introduces a novel framework that leverages generalized entropy as the objective function for optimization, where design weights play a role in the constraints to ensure design consistency, rather than being part of the objective function. This innovative calibration framework is particularly attractive due to its generality and its ability to generate more efficient calibration weights compared to traditional methods based on Deville and Sarndal (1992). Furthermore, we identify the optimal choice of the generalized entropy function that achieves the minimum variance across various choices of the generalized entropy function under the same constraints. Asymptotic properties, such as design consistency and asymptotic normality, are presented rigorously. The results from a limited simulation study are also presented. We demonstrate a real-life application using agricultural survey data collected from Kynetec, Inc.
format Preprint
id arxiv_https___arxiv_org_abs_2404_01076
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Debiased calibration estimation using generalized entropy in survey sampling
Kwon, Yonghyun
Kim, Jae Kwang
Qiu, Yumou
Methodology
Incorporating the auxiliary information into the survey estimation is a fundamental problem in survey sampling. Calibration weighting is a popular tool for incorporating the auxiliary information. The calibration weighting method of Deville and Sarndal (1992) uses a distance measure between the design weights and the final weights to solve the optimization problem with calibration constraints. This paper introduces a novel framework that leverages generalized entropy as the objective function for optimization, where design weights play a role in the constraints to ensure design consistency, rather than being part of the objective function. This innovative calibration framework is particularly attractive due to its generality and its ability to generate more efficient calibration weights compared to traditional methods based on Deville and Sarndal (1992). Furthermore, we identify the optimal choice of the generalized entropy function that achieves the minimum variance across various choices of the generalized entropy function under the same constraints. Asymptotic properties, such as design consistency and asymptotic normality, are presented rigorously. The results from a limited simulation study are also presented. We demonstrate a real-life application using agricultural survey data collected from Kynetec, Inc.
title Debiased calibration estimation using generalized entropy in survey sampling
topic Methodology
url https://arxiv.org/abs/2404.01076