{"title":"Model-assisted SCAD calibration for non-probability samples","authors":"Zhanxu Liu, Chao-Cheng Tu, Yingli Pan","doi":"10.1214/21-bjps506","DOIUrl":null,"url":null,"abstract":"Increasing costs and non-response rates of probability samples have provoked the extensive use of non-probability samples. However, non-probability samples are subject to selection bias, resulting in difficulty for inference. Calibration is a popular method to reduce selection bias in non-probability samples. When rich covariate information is available, a key problem is how to select covariates and estimate parameters in calibration for non-probability samples. In this paper, the model-assisted SCAD calibration is proposed to make population inference from non-probability samples. A parametric model between the study variable and covariates is first established. SCAD is then used to estimate the model parameters based on non-probability samples. The modified forward Kullback-Leibler distance is lastly explored to conduct calibration for non-probability samples based on the estimated parametric model. The theoretical properties of the model-assisted SCAD calibration estimator are further derived. Results from simulation studies show that the model-assisted SCAD calibration estimator yields the smallest bias and mean square error compared with other estimators. Also, a real data from the *Correspondence author: Yingli Pan, Email: panyingli220@163.com","PeriodicalId":51242,"journal":{"name":"Brazilian Journal of Probability and Statistics","volume":null,"pages":null},"PeriodicalIF":0.6000,"publicationDate":"2021-11-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Brazilian Journal of Probability and Statistics","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1214/21-bjps506","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
引用次数: 0
Abstract
Increasing costs and non-response rates of probability samples have provoked the extensive use of non-probability samples. However, non-probability samples are subject to selection bias, resulting in difficulty for inference. Calibration is a popular method to reduce selection bias in non-probability samples. When rich covariate information is available, a key problem is how to select covariates and estimate parameters in calibration for non-probability samples. In this paper, the model-assisted SCAD calibration is proposed to make population inference from non-probability samples. A parametric model between the study variable and covariates is first established. SCAD is then used to estimate the model parameters based on non-probability samples. The modified forward Kullback-Leibler distance is lastly explored to conduct calibration for non-probability samples based on the estimated parametric model. The theoretical properties of the model-assisted SCAD calibration estimator are further derived. Results from simulation studies show that the model-assisted SCAD calibration estimator yields the smallest bias and mean square error compared with other estimators. Also, a real data from the *Correspondence author: Yingli Pan, Email: panyingli220@163.com
期刊介绍:
The Brazilian Journal of Probability and Statistics aims to publish high quality research papers in applied probability, applied statistics, computational statistics, mathematical statistics, probability theory and stochastic processes.
More specifically, the following types of contributions will be considered:
(i) Original articles dealing with methodological developments, comparison of competing techniques or their computational aspects.
(ii) Original articles developing theoretical results.
(iii) Articles that contain novel applications of existing methodologies to practical problems. For these papers the focus is in the importance and originality of the applied problem, as well as, applications of the best available methodologies to solve it.
(iv) Survey articles containing a thorough coverage of topics of broad interest to probability and statistics. The journal will occasionally publish book reviews, invited papers and essays on the teaching of statistics.