Clarifying Some Issues in the Regression Analysis of Survey Data

The literature offers two distinct reasons for incorporating sample weights into the estimation of linear regression coefficients from a model-based point of view. Either the sample selection is nonignorable or the model is incomplete. The traditional sample-weighted least-squares estimator can be i...

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Main Author: Phillip S. Kott
Format: Article
Language:English
Published: European Survey Research Association 2007-01-01
Series:Survey Research Methods
Subjects:
Online Access:https://ojs.ub.uni-konstanz.de/srm/article/view/47
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author Phillip S. Kott
author_facet Phillip S. Kott
author_sort Phillip S. Kott
collection DOAJ
description The literature offers two distinct reasons for incorporating sample weights into the estimation of linear regression coefficients from a model-based point of view. Either the sample selection is nonignorable or the model is incomplete. The traditional sample-weighted least-squares estimator can be improved upon when the sample selection is nonignorable, but not when the standard linear model fails and needs to be extended. Conceptually, it can be helpful to view the realized sample as the result of a two-phase process. In the first phase, the finite population is drawn from a hypothetical superpopulation via simple random (cluster) sampling. In the second phase, the actual sample is drawn from the finite population. In the extended model, the parameters of this superpopulation are vague. Meansquared-error estimation can become problematic when the primary sampling units are drawn within strata using unequal probability sampling without replacement. This remains true even under the standard model when certain aspects of the sample design are nonignorable.
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spelling doaj.art-9cd8bb59ef5143179605fcd6cd09f5da2022-12-22T04:02:32ZengEuropean Survey Research AssociationSurvey Research Methods1864-33612007-01-011110.18148/srm/2007.v1i1.4763Clarifying Some Issues in the Regression Analysis of Survey DataPhillip S. KottThe literature offers two distinct reasons for incorporating sample weights into the estimation of linear regression coefficients from a model-based point of view. Either the sample selection is nonignorable or the model is incomplete. The traditional sample-weighted least-squares estimator can be improved upon when the sample selection is nonignorable, but not when the standard linear model fails and needs to be extended. Conceptually, it can be helpful to view the realized sample as the result of a two-phase process. In the first phase, the finite population is drawn from a hypothetical superpopulation via simple random (cluster) sampling. In the second phase, the actual sample is drawn from the finite population. In the extended model, the parameters of this superpopulation are vague. Meansquared-error estimation can become problematic when the primary sampling units are drawn within strata using unequal probability sampling without replacement. This remains true even under the standard model when certain aspects of the sample design are nonignorable.https://ojs.ub.uni-konstanz.de/srm/article/view/47Error termstandard linear modelextended linear modelnonignorablesample
spellingShingle Phillip S. Kott
Clarifying Some Issues in the Regression Analysis of Survey Data
Survey Research Methods
Error term
standard linear model
extended linear model
nonignorable
sample
title Clarifying Some Issues in the Regression Analysis of Survey Data
title_full Clarifying Some Issues in the Regression Analysis of Survey Data
title_fullStr Clarifying Some Issues in the Regression Analysis of Survey Data
title_full_unstemmed Clarifying Some Issues in the Regression Analysis of Survey Data
title_short Clarifying Some Issues in the Regression Analysis of Survey Data
title_sort clarifying some issues in the regression analysis of survey data
topic Error term
standard linear model
extended linear model
nonignorable
sample
url https://ojs.ub.uni-konstanz.de/srm/article/view/47
work_keys_str_mv AT phillipskott clarifyingsomeissuesintheregressionanalysisofsurveydata