IDEAS home Printed from https://ideas.repec.org/a/eee/csdana/v55y2011i1p838-851.html
   My bibliography  Save this article

Post-stratified calibration method for estimating quantiles

Author

Listed:
  • Martínez, S.
  • Rueda, M.
  • Arcos, A.
  • Martínez, H.
  • Sánchez-Borrego, I.

Abstract

The estimation of quantiles in the presence of auxiliary information is discussed. Calibration and poststratification techniques provide simple and practical procedures for incorporating auxiliary information into the estimation of distribution functions, which can offer some useful gains in efficiency. The estimator proposed combines these techniques and possesses a number of desirable properties, including yielding a genuine distribution function, providing simplicity of computation and generalizing Silva and Skinner's estimator. This proposed procedure is compared to alternative methods. On the basis of simulation studies, the proposed post-stratified calibration estimator presents a good level of performance and comprises a valid alternative to other estimators of the distribution function.

Suggested Citation

  • Martínez, S. & Rueda, M. & Arcos, A. & Martínez, H. & Sánchez-Borrego, I., 2011. "Post-stratified calibration method for estimating quantiles," Computational Statistics & Data Analysis, Elsevier, vol. 55(1), pages 838-851, January.
    • Handle: RePEc:eee:csdana:v:55:y:2011:i:1:p:838-851
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167-9473(10)00279-3
    Download Restriction: Full text for ScienceDirect subscribers only.
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. M. Rueda & J.F. Muñoz, 2009. "New Model‐assisted Estimators for the Distribution Function Using the Pseudo Empirical Likelihood Method," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 63(2), pages 227-244, May.
    2. Stearns, Matthew & Singh, Sarjinder, 2008. "On the estimation of the general parameter," Computational Statistics & Data Analysis, Elsevier, vol. 52(9), pages 4253-4271, May.
    3. Sarjinder Singh, 2001. "Generalized Calibration Approach for Estimating Variance in Survey Sampling," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 53(2), pages 404-417, June.
    4. M. Mar Rueda & Antonio Arcos & M. Dolores Martínez, 2003. "Difference estimators of quantiles in finite populations," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 12(2), pages 481-496, December.
    5. Rueda, M. & Martinez, S. & Martinez, H. & Arcos, A., 2006. "Mean estimation with calibration techniques in presence of missing data," Computational Statistics & Data Analysis, Elsevier, vol. 50(11), pages 3263-3277, July.
    6. Rueda, Maria del Mar & Arcos, Antonio & Munoz, Juan Francisco & Singh, Sarjinder, 2007. "Quantile estimation in two-phase sampling," Computational Statistics & Data Analysis, Elsevier, vol. 51(5), pages 2559-2572, February.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Stearns, Matthew & Singh, Sarjinder, 2008. "On the estimation of the general parameter," Computational Statistics & Data Analysis, Elsevier, vol. 52(9), pages 4253-4271, May.
    2. Ohyama, Tetsuji, 2013. "Prior value incorporated calibration estimator in stratified random sampling," Statistics & Probability Letters, Elsevier, vol. 83(1), pages 46-51.
    3. Rueda, M. & Munoz, J.F. & Gonzalez, S. & Arcos, A., 2007. "Estimating quantiles under sampling on two occasions with arbitrary sample designs," Computational Statistics & Data Analysis, Elsevier, vol. 51(12), pages 6596-6613, August.
    4. Rueda, Maria del Mar & Arcos, Antonio & Munoz, Juan Francisco & Singh, Sarjinder, 2007. "Quantile estimation in two-phase sampling," Computational Statistics & Data Analysis, Elsevier, vol. 51(5), pages 2559-2572, February.
    5. Muñoz, J.F. & Arcos, A. & Álvarez, E. & Rueda, M., 2014. "New ratio and difference estimators of the finite population distribution function," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 102(C), pages 51-61.
    6. A. Arcos & M. Rueda & M. Martínez-Miranda, 2005. "Using multiparametric auxiliary information at the estimation stage," Statistical Papers, Springer, vol. 46(3), pages 339-358, July.
    7. Al-Jararha J. & Sulaiman Mazen, 2020. "Horvitz-Thompson estimator based on theauxiliary variable," Statistics in Transition New Series, Polish Statistical Association, vol. 21(1), pages 37-54, March.
    8. Kim, Jong-Min & Sungur, Engin A. & Heo, Tae-Young, 2007. "Calibration approach estimators in stratified sampling," Statistics & Probability Letters, Elsevier, vol. 77(1), pages 99-103, January.
    9. Sarjinder Singh & Balbinder Deo, 2003. "Imputation by power transformation," Statistical Papers, Springer, vol. 44(4), pages 555-579, October.
    10. Antonio Arcos & José M. Contreras & María M. Rueda, 2014. "A Novel Calibration Estimator in Social Surveys," Sociological Methods & Research, , vol. 43(3), pages 465-489, August.
    11. Sarjinder Singh, 2012. "On the calibration of design weights using a displacement function," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 75(1), pages 85-107, January.
    12. Mariano Ruiz Espejo & Miguel Delgado Pineda & Saralees Nadarajah, 2013. "Optimal unbiased estimation of some population central moments," METRON, Springer;Sapienza Università di Roma, vol. 71(1), pages 39-62, June.
    13. Housila Singh & Ritesh Tailor & Sarjinder Singh & Jong-Min Kim, 2011. "Estimation of population variance in successive sampling," Quality & Quantity: International Journal of Methodology, Springer, vol. 45(3), pages 477-494, April.
    14. J. Al-Jararha & Mazen Sulaiman, 2020. "Horvitz-Thompson estimator based on the auxiliary variable," Statistics in Transition New Series, Polish Statistical Association, vol. 21(1), pages 37-53, March.
    15. M. Rueda & S. Martínez-Puertas & H. Martínez-Puertas & A. Arcos, 2007. "Calibration methods for estimating quantiles," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 66(3), pages 355-371, November.
    16. Maria del Mar Rueda, 2019. "Comments on: Deville and Särndal’s calibration: revisiting a 25 years old successful optimization problem," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 28(4), pages 1077-1081, December.
    17. Rueda, M. & Martinez, S. & Martinez, H. & Arcos, A., 2006. "Mean estimation with calibration techniques in presence of missing data," Computational Statistics & Data Analysis, Elsevier, vol. 50(11), pages 3263-3277, July.
    18. Y. Román-Montoya & M. Rueda & A. Arcos, 2008. "Confidence intervals for quantile estimation using Jackknife techniques," Computational Statistics, Springer, vol. 23(4), pages 573-585, October.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:csdana:v:55:y:2011:i:1:p:838-851. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/csda .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.