Sample Survey Calibration: An Informationtheoretic perspective
We 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.
|Date of creation:||Oct 2009|
|Date of revision:|
|Contact details of provider:|| Postal: Private BagX3, Rondebosch, 7701, Cape Town|
Phone: +27 21 650 5696
Fax: +27 21 650 5697
Web page: http://www.saldru.uct.ac.za/
More information through EDIRC
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), 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.
When requesting a correction, please mention this item's handle: RePEc:ldr:wpaper::41. See general information about how to correct material in RePEc.
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.