Some competing nonresponse adjustment estimators
2020 ◽
Vol 23
(2)
◽
pp. 291-306
The nonresponse adjustment estimator, derived in this paper by standard regression tools, is surprising by its form. The weights of the new estimator, called the f-estimator, are (general) inverses of the respective weights in the classical linear calibration estimator and propensity adjusted estimator. In a simulation experiment on real data, the new estimator is the best for several study variables.
2019 ◽
Vol 19
(4)
◽
pp. 849-866
2015 ◽
Vol 32
(06)
◽
pp. 1550041
2019 ◽
Vol 35
(1)
◽
pp. 126-136
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Keyword(s):
2018 ◽
Vol 9
(1)
◽
pp. 1-12