Sample Survey Calibration: An Informationtheoretic perspective
AbstractWe show that the pseudo empirical maximum likelihood estimator can be recast as a calibration estimator. The process of estimating the probabilities pk of the distribution function can be done also in a maximum entropy framework. We suggest that a minimum cross-entropy estimator has attractive theoretical properties. A Monte Carlo simulation suggests that this estimator outperforms the PEMLE and the Horvitz-Thompson estimator. This is a joint SALDRU/DataFirst Working Paper as part of the Mellon Data Quality Project. For more information about the project visit www.datafirst.uct.ac.za.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
Bibliographic InfoPaper provided by Southern Africa Labour and Development Research Unit, University of Cape Town in its series SALDRU Working Papers with number 41.
Date of creation: Oct 2009
Date of revision:
Contact details of provider:
Postal: Leslie Social Science Building, Private Bag, Rondebosch, 7701
Phone: +27 21 650 5696
Fax: +27 21 650 5697
Web page: http://www.saldru.uct.ac.za/
More information through EDIRC
sample weights; calibration; pseudo-empirical maximum likelihood estimation; cross entropy;
This paper has been announced in the following NEP Reports:
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Merz, Joachim & Stolze, Henning, 2008.
"Representative time use data and new harmonised calibration of the American Heritage Time Use Data (AHTUD) 1965-1999,"
11651, University Library of Munich, Germany.
- Joachim Merz & Henning Stolze, 2008. "Representative time use data and new harmonised calibration of the American Heritage Time Use Data (AHTUD) 1965-1999," electronic International Journal of Time Use Research, Research Institute on Professions (Forschungsinstitut Freie Berufe (FFB)) and The International Association for Time Use Research (IATUR), Research Institute on Professions (Forschungsinstitut Freie Berufe (FFB)) and The International Association for Time Use Research (IATUR), vol. 5(1), pages 90-126, November.
- Golan, Amos & Judge, George G. & Miller, Douglas, 1996. "Maximum Entropy Econometrics," Staff General Research Papers 1488, Iowa State University, Department of Economics.
- Nicola Branson & Martin Wittenberg, 2011. "Re-weighting South African National Household Survey Data to create a consistent series over time: A cross entropy estimation approach," SALDRU Working Papers, Southern Africa Labour and Development Research Unit, University of Cape Town 54, Southern Africa Labour and Development Research Unit, University of Cape Town.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Alison Siljeur).
If references are entirely missing, you can add them using this form.