Some competing nonresponse adjustment estimators | Zendy

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Some competing nonresponse adjustment estimators

Author(s) -

Imbi Traat

Publication year - 2020

Publication title -

acta et commentationes universitatis tartuensis de mathematica

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 0.276

H-Index - 6

eISSN - 2228-4699

pISSN - 1406-2283

DOI - 10.12697/acutm.2019.23.25

Subject(s) - estimator , minimum variance unbiased estimator , efficient estimator , statistics , consistent estimator , invariant estimator , mathematics , econometrics , bias of an estimator , calibration , stein's unbiased risk estimate , trimmed estimator

The nonresponse adjustment estimator, derived in this paper by standard regression tools, is surprising by its form. The weights of the new estimator, called the f-estimator, are (general) inverses of the respective weights in the classical linear calibration estimator and propensity adjusted estimator. In a simulation experiment on real data, the new estimator is the best for several study variables.

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