Open Access
June 2010 Intervention analysis with state-space models to estimate discontinuities due to a survey redesign
Jan van den Brakel, Joeri Roels
Ann. Appl. Stat. 4(2): 1105-1138 (June 2010). DOI: 10.1214/09-AOAS305


An important quality aspect of official statistics produced by national statistical institutes is comparability over time. To maintain uninterrupted time series, surveys conducted by national statistical institutes are often kept unchanged as long as possible. To improve the quality or efficiency of a survey process, however, it remains inevitable to adjust methods or redesign this process from time to time. Adjustments in the survey process generally affect survey characteristics such as response bias and therefore have a systematic effect on the parameter estimates of a sample survey. Therefore, it is important that the effects of a survey redesign on the estimated series are explained and quantified. In this paper a structural time series model is applied to estimate discontinuities in series of the Dutch survey on social participation and environmental consciousness due to a redesign of the underlying survey process.


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Jan van den Brakel. Joeri Roels. "Intervention analysis with state-space models to estimate discontinuities due to a survey redesign." Ann. Appl. Stat. 4 (2) 1105 - 1138, June 2010.


Published: June 2010
First available in Project Euclid: 3 August 2010

zbMATH: 1194.62013
MathSciNet: MR2758435
Digital Object Identifier: 10.1214/09-AOAS305

Keywords: intervention analysis , response bias , structural time series models , survey sampling

Rights: Copyright © 2010 Institute of Mathematical Statistics

Vol.4 • No. 2 • June 2010
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