Pseudo-empirical likelihood ratio confidence intervals for complex surveys

被引:55
作者
Wu, Changbao [1 ]
Rao, J. N. K.
机构
[1] Univ Waterloo, Dept Stat & Actuarial Sci, Waterloo, ON N2L 3G1, Canada
[2] Carleton Univ, Sch Math & Stat, Ottawa, ON K1S 5B6, Canada
来源
CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE | 2006年 / 34卷 / 03期
关键词
confidence interval; design effect; empirical likelihood; normal approximation; Rao-Sampford method; stratified sampling; unequal probability sampling;
D O I
10.1002/cjs.5550340301
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
The authors show how an adjusted pseudo-empirical likelihood ratio statistic that is asymptotically distributed as a chi-square random variable can be used to construct confidence intervals for a finite population mean or a finite population distribution function from complex survey samples. They consider both non-stratified and stratified sampling designs, with or without auxiliary information. They examine the behaviour of estimates of the mean and the distribution function at specific points using simulations calling on the Rao-Sampford method of unequal probability sampling without replacement. They conclude that the pseudo-empirical likelihood ratio confidence intervals are superior to those based on the normal approximation, whether in terms of coverage probability, tail error rates or average length of the intervals.
引用
收藏
页码:359 / 375
页数:17
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