Calibration and Partial Calibration on Principal Components
From MaRDI portal
Abstract: In survey sampling, calibration is a very popular tool used to make total estimators consistent with known totals of auxiliary variables and to reduce variance. When the number of auxiliary variables is large, calibration on all the variables may lead to estimators of totals whose mean squared error (MSE) is larger than the MSE of the Horvitz-Thompson estimator even if this simple estimator does not take account of the available auxiliary information. We study in this paper a new technique based on dimension reduction through principal components that can be useful in this large dimension context. Calibration is performed on the first principal components, which can be viewed as the synthetic variables containing the most important part of the variability of the auxiliary variables. When some auxiliary variables play a more important role than the others, the method can be adapted to provide an exact calibration on these important variables. Some asymptotic properties are given in which the number of variables is allowed to tend to infinity with the population size. A data driven selection criterion of the number of principal components ensuring that all the sampling weights remain positive is discussed. The methodology of the paper is illustrated, in a multipurpose context, by an application to the estimation of electricity consumption for each day of a week with the help of 336 auxiliary variables consisting of the past consumption measured every half an hour over the previous week.
Recommendations
- Calibrating on principal components in the presence of multiple auxiliary variables for nonresponse adjustment
- Distribution function estimation with calibration on principal components
- Principal components regression estimator of the parameters in partially linear models
- Cross-validatory choice for the number of principal components in principal component regression
- Optimal dimension and optimal auxiliary vector to construct calibration estimators of the distribution function
- Selecting the number of components in principal component analysis using cross-validation approximations
- Multivariate calibration: A generalization of the classical estimator
Cited in
(12)- Asymptotic efficiency of the calibration estimator in a high-dimensional data setting
- Impact measurement and dimension reduction of auxiliary variables in calibration estimator using the Shapley decomposition
- The Effect of Sample Design on Principal Component Analysis
- Calibrating on principal components in the presence of multiple auxiliary variables for nonresponse adjustment
- Study on auxiliary variable selection in unit nonresponse calibration
- Generalized regression estimators with high-dimensional covariates
- Some statistical properties of the PLS-calibration estimator
- Model-assisted estimation in high-dimensional settings for survey data
- Distribution function estimation with calibration on principal components
- Calibration estimation of distribution function based on multidimensional scaling of auxiliary information
- On high-dimensional variance estimation in survey sampling
- High-dimensional estimation in a survey sampling framework, model-assisted and calibration points of view
This page was built for publication: Calibration and Partial Calibration on Principal Components
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2960514)
