A PSEUDO EMPIRICAL LIKELIHOOD APPROACH FOR STRATIFIED SAMPLES WITH NONRESPONSE

作者：Fang Fang^*; Hong Quan; Shao Jun

来源：Annals of Statistics, 2009, 37(1): 371-393.

DOI：10.1214/07-AOS578

• Pseudo empirical likelihood
• response mechanism
• bootstrap
• imputation

Nonresponse is common in Surveys. When the response probability of a survey variable Y depends on Y through ail observed auxiliary categorical variable Z (i.e., the response probability of Y is conditionally independent of Y given Z), a simple method often used in practice is to use Z categories as imputation cells and construct estimators by imputing nonrespondents or reweighting respondents within each imputation cell. This simple method, however, is inefficient when some Z categories have small sizes Laid ad hoc methods are often applied to collapse small imputation cells. Assuming a parametric model on the conditional probability of Z given Y and a nonparametric model oil the distribution of Y, we develop a pseudo empirical likelihood method to provide more efficient survey estimators. Our method avoids any ad hoc collapsing small Z categories, since reweighting or imputation is done across Z categories. Asymptotic distributions for estimators of population means based on the pseudo empirical likelihood method are derived. For variance estimation, we consider a bootstrap procedure and its consistency is established. Some simulation results are provided to assess the finite sample performance of the proposed estimators.

• 出版日期2009-2