Rl. Chambers et al., LIMITED INFORMATION LIKELIHOOD ANALYSIS OF SURVEY DATA, Journal of the Royal Statistical Society. Series B: Methodological, 60, 1998, pp. 397-411
Citations number
9
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
Journal of the Royal Statistical Society. Series B: Methodological
Analysts of survey data are often interested in modelling the populati
on process, or superpopulation, that gave rise to a 'target' set of su
rvey variables. An important tool for this is maximum likelihood estim
ation. A survey is said to provide limited information for such infere
nce if data used in the design of the survey are unavailable to the an
alyst. In this circumstance, sample inclusion probabilities, which are
typically available, provide information which needs to be incorporat
ed into the analysis. We consider the case where these inclusion proba
bilities can be modelled in terms of a linear combination of the desig
n and target variables, and only sample values of these are available.
Strict maximum likelihood estimation of the underlying superpopulatio
n means of these variables appears to be analytically impossible in th
is case, but an analysis based on approximations to the inclusion prob
abilities leads to a simple estimator which is a close approximation t
o the maximum likelihood estimator. In a simulation study, this estima
tor outperformed several other estimators that are based on approaches
suggested in the sampling literature.