Diagnostic Tests for the Necessity of Weight in Regression With Survey Data,International Statistical Review

当前位置： X-MOL 学术 › Int. Stat. Rev. › 论文详情

Our official English website, www.x-mol.net, welcomes your feedback! (Note: you will need to create a separate account there.)

Diagnostic Tests for the Necessity of Weight in Regression With Survey Data
International Statistical Review ( IF 2 ) Pub Date : 2022-06-09 , DOI: 10.1111/insr.12509
Feng Wang ₁ , HaiYing Wang ₂ , Jun Yan ₂

Affiliation

To weight or not to weight in regression analyses with survey data has been debated in the literature. The problem is essentially a tradeoff between the bias and the variance of the regression coefficient estimator. An array of diagnostic tests for informative weights have been developed. Nonetheless, studies comparing the performance of the tests, especially for finite samples, are scarce, and the theoretical equivalence of some tests has not been investigated. Focusing on the linear regression setting, we review a collection of such tests and propose enhanced versions of some of them that require an auxiliary regression model for the weight. Further, the equivalence of two popular tests is established which has not been reported before. In contrast to existing reviews with no empirical comparison, we compare the sizes and powers of the tests in simulation studies. The reviewed tests are applied to a regression analysis of the family expenditure using the data from the China Family Panel Study.

更新日期：2022-06-09

点击分享查看原文

点击收藏

阅读更多本刊最新论文本刊介绍/投稿指南

全部期刊列表>>