.png){kind=icon}
.png){kind=icon}
Return
Augmented two-step estimating equations with nuisance functionals and complex survey data
.png){kind=icon}
OA
AI
DOI：10.1093/ectj/utad014.png)
.png){kind=icon}
Original request for help.png){kind=icon}
Share.png){kind=icon}
Save
Abstract
En 中文
Statistical inference in the presence of nuisance functionals with complex survey data is an important topic in social and economic studies. The Gini index, Lorenz curves, and quantile shares are among the commonly encountered examples. The nuisance functionals are usually handled by a plug-in nonparametric estimator and the main inferential procedure can be carried out through a two-step generalized empirical likelihood method. Unfortunately, the resulting inference is not efficient and the nonparametric version of the Wilks' theorem breaks down even under simple random sampling. We propose an augmented estimating equations method with nuisance functionals and complex surveys. The second step augmented estimating functions obey the Neyman orthogonality condition and automatically handle the impact of the first step plug-in estimator, and the resulting estimator of the main parameters of interest is invariant to the first step method. More importantly, the generalized empirical likelihood-based Wilks' theorem holds for the main parameters of interest under the design-based framework for commonly used survey designs, and the maximum generalized empirical likelihood estimators achieve the semiparametric efficiency bound. Performances of the proposed methods are demonstrated through simulation studies and an application using the dataset from the New York City Social Indicators Survey.
Keywords:
Complex survey design
design-based inference
generalized empirical likelihood
nonsmooth estimating functions
semiparametric efficiency bound
semiparametric estimation
Wilks' theorem
Journal
IF:
7
Papers:
565
Citations:
2.3K