Home > Publications . Search All . Browse All . Country . Browse PSC Pubs . PSC Report Series

PSC In The News

RSS Feed icon

Bloomberg cites MTF data in story on CDC's anti-smoking ads for e-cigarettes

Bound says notion that foreign students are displacing U.S. students "isn't right"

Prescott says online option for access to court system can help equalize justice

Highlights

U-M ranked #1 in Sociology of Population by USN&WR's "Best Graduate Schools"

PAA 2015 Annual Meeting: Preliminary program and list of UM participants

ISR addition wins LEED Gold Certification

PSC Fall 2014 Newsletter now available

Next Brown Bag

Mon, March 23
Lundberg, State Care of the Elderly & Labor Supply of Adult Children

Michael R. Elliott photo

Model Averaging Methods for Weight Trimming

Publication Abstract

Elliott, Michael R. 2008. "Model Averaging Methods for Weight Trimming." Journal of Official Statistics, 24(4): 517-540.

In sample surveys where sampled units have unequal probabilities of inclusion, associations between the inclusion probabilities and the statistic of interest can induce bias. Weights equal to the inverse of the probability of inclusion are often used to counteract this bias. Highly disproportional sample designs have highly variable weights, which can introduce undesirable variability in statistics such as the population mean or linear regression estimates. Weight trimming reduces large weights to a fixed maximum value, reducing variability but introducing bias. Most standard approaches are ad-hoc in that they do not use the data to optimize bias-variance tradeoffs. This manuscript develops variable selection models, termed “weight pooling” models, that extend weight trimming procedures in a Bayesian model averaging framework to produce “data driven” weight trimming estimators. We develop robust yet efficient models that approximate fully-weighted estimators when bias correction is of greatest importance, and approximate unweighted estimators when variance reduction is critical.

PMCID: PMC2783643. (Pub Med Central)

Public Access Link

Browse | Search : All Pubs | Next