关于校准权重向逆概率权重收敛的说明

IF 1.4 3区 数学 Q2 STATISTICS & PROBABILITY Statistica Neerlandica Pub Date : 2024-07-20 DOI:10.1111/stan.12356
Tadayoshi Fushiki
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引用次数: 0

摘要

近来,抽样调查中的无应答率不断上升。非响应偏差是抽样调查分析中的一个严重问题。校准法和倾向得分法可用于调整非响应偏差。倾向得分法使用响应的反概率权重。反向响应概率是通过在受访者和非受访者中观察到的辅助变量估算得出的。如果变量的总体分布已知,校准法可使用仅在受访者中观察到的额外辅助变量。校准法得到了广泛应用,但其在非响应情况下的理论属性尚未得到研究。本研究提供了一个条件,即校准权重近似于响应概率的倒数,并阐明了校准法与倾向得分法之间的关系。
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A note on convergence of calibration weights to inverse probability weights
Recently, nonresponse rates in sample surveys have been increasing. Nonresponse bias is a serious concern in the analysis of sample surveys. The calibration and propensity score methods are used to adjust nonresponse bias. The propensity score method uses the weights of the inverse probability of response. The inverse probability of response is estimated by the auxiliary variables observed in respondents and nonrespondents. The calibration method can use additional auxiliary variables observed only in respondents if the population distributions of the variables are known. The calibration method is widely used; however, the theoretical property in the nonresponse situation has not been investigated. This study provides a condition that the calibration weights asymptotically go to the inverse probability of response and clarifies the relationship between the calibration and propensity score methods.
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来源期刊
Statistica Neerlandica
Statistica Neerlandica 数学-统计学与概率论
CiteScore
2.60
自引率
6.70%
发文量
26
审稿时长
>12 weeks
期刊介绍: Statistica Neerlandica has been the journal of the Netherlands Society for Statistics and Operations Research since 1946. It covers all areas of statistics, from theoretical to applied, with a special emphasis on mathematical statistics, statistics for the behavioural sciences and biostatistics. This wide scope is reflected by the expertise of the journal’s editors representing these areas. The diverse editorial board is committed to a fast and fair reviewing process, and will judge submissions on quality, correctness, relevance and originality. Statistica Neerlandica encourages transparency and reproducibility, and offers online resources to make data, code, simulation results and other additional materials publicly available.
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