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178 - C. Goga , A Ruiz-Gazen 2014
The odds ratio measure is used in health and social surveys where the odds of a certain event is to be compared between two populations. It is defined using logistic regression, and requires that data from surveys are accompanied by their weights. A nonparametric estimation method that incorporates survey weights and auxiliary information may improve the precision of the odds ratio estimator. It consists in $B$-spline calibration which can handle the nonlinear structure of the parameter. The variance is estimated through linearization. Implementation is possible through standard survey softwares. The gain in precision depends on the data as shown on two examples.
133 - H. Cardot , C. Goga , M.-A Shehzad 2014
In survey sampling, calibration is a very popular tool used to make total estimators consistent with known totals of auxiliary variables and to reduce variance. When the number of auxiliary variables is large, calibration on all the variables may lea d to estimators of totals whose mean squared error (MSE) is larger than the MSE of the Horvitz-Thompson estimator even if this simple estimator does not take account of the available auxiliary information. We study in this paper a new technique based on dimension reduction through principal components that can be useful in this large dimension context. Calibration is performed on the first principal components, which can be viewed as the synthetic variables containing the most important part of the variability of the auxiliary variables. When some auxiliary variables play a more important role than the others, the method can be adapted to provide an exact calibration on these important variables. Some asymptotic properties are given in which the number of variables is allowed to tend to infinity with the population size. A data driven selection criterion of the number of principal components ensuring that all the sampling weights remain positive is discussed. The methodology of the paper is illustrated, in a multipurpose context, by an application to the estimation of electricity consumption for each day of a week with the help of 336 auxiliary variables consisting of the past consumption measured every half an hour over the previous week.
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