학술논문

Post‐strata based on sample quantiles.
Document Type
Article
Source
Journal of the Royal Statistical Society: Series A (Statistics in Society). Oct2022, Vol. 185 Issue 4, p1504-1521. 18p. 3 Charts.
Subject
*Distribution (Probability theory)
Quantile regression
Language
ISSN
0964-1998
Abstract
The standard method of creating post‐strata is to define the boundaries of the strata on the basis of population characteristics of auxiliary variables. Estimation treats the post‐strata as strata for standard stratified‐sample estimation. Samples often contain empty post‐strata requiring adjustment to the estimation procedure. To avoid empty post‐strata, we propose using the sample distribution function of an auxiliary variable to define the post‐strata. We show that the large‐sample efficiency of the sample‐based post‐stratification procedure is the same as that of the equivalently defined population‐based procedure. In the simulation, the sample‐based procedure was slightly more efficient than the classical procedure. The Monte Carlo coverage of a nominal 95% interval was approximately 95% for the sample‐based procedure and approximately 94% for the classical procedure. [ABSTRACT FROM AUTHOR]