The Effective Use of Complete Auxiliary Information From Surveys
Through Model Calibration and Empirical Likelihood
Changbao Wu
Department of Mathematics and Statistics
Simon Fraser University, CANADA
Complete auxiliary information is often available from survey data.
By complete we mean the values of auxiliary variable(s) are known for
the entire finite population, not just in the sample. One of the
fundamental questions is how to effectively use the complete auxiliary
information at the estimation stage. In this work, a unified framework
has been attempted under a general modeling process. The proposed model
calibration estimators of the population mean and total can effectively
handle any linear or non-linear models and reduce to the generalized
regression estimators under linear models. The newly proposed pseudo
empirical likelihood estimator (Chen and Sitter, 1999), when used in
this setting, gives an estimator that is asymptotically equivalent to
the model calibration estimator but with positive weights, and therefore
is prefered. Some existing estimators using auxiliary information are
re-examined and some related issues, in particular, the estimation of the
finite population distribution function and quantiles, are discussed
under the framework. Results of a limited simulation study are reported.