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Comparative Study of Different Penalty Functions and Algorithms in Survey Calibration

In: Advances in Stochastic and Deterministic Global Optimization

Author

Listed:
  • Gareth Davies

    (Cardiff University)

  • Jonathan Gillard

    (Cardiff University)

  • Anatoly Zhigljavsky

    (Cardiff University)

Abstract

The technique of calibration in survey sampling is a widely used technique in the field of official statistics. The main element of the calibration process is an optimization procedure, for which a variety of penalty functions can be used. In this chapter, we consider three of the classical penalty functions that are implemented in many of the standard calibration software packages. We present two algorithms used by many of these software packages, and explore the properties of the calibrated weights and the corresponding estimates when using these two algorithms with the classical calibration penalty functions.

Suggested Citation

  • Gareth Davies & Jonathan Gillard & Anatoly Zhigljavsky, 2016. "Comparative Study of Different Penalty Functions and Algorithms in Survey Calibration," Springer Optimization and Its Applications, in: Panos M. Pardalos & Anatoly Zhigljavsky & Julius Žilinskas (ed.), Advances in Stochastic and Deterministic Global Optimization, pages 87-127, Springer.
    • Handle: RePEc:spr:spochp:978-3-319-29975-4_6
    DOI: 10.1007/978-3-319-29975-4_6
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