November 2021 Model-assisted SCAD calibration for non-probability samples
Zhan Liu, Chaofeng Tu, Yingli Pan
Author Affiliations +
Braz. J. Probab. Stat. 35(4): 772-787 (November 2021). DOI: 10.1214/21-BJPS506

Abstract

Increasing costs and non-response rates of probability samples have provoked the extensive use of non-probability samples. However, non-probability samples are subject to selection bias, resulting in difficulty for inference. Calibration is a popular method to reduce selection bias in non-probability samples. When rich covariate information is available, a key problem is how to select covariates and estimate parameters in calibration for non-probability samples. In this paper, the model-assisted SCAD calibration is proposed to make population inference from non-probability samples. A parametric model between the study variable and covariates is first established. SCAD is then used to estimate the model parameters based on non-probability samples. The modified forward Kullback–Leibler distance is lastly explored to conduct calibration for non-probability samples based on the estimated parametric model. The theoretical properties of the model-assisted SCAD calibration estimator are further derived. Results from simulation studies show that the model-assisted SCAD calibration estimator yields the smallest bias and mean square error compared with other estimators. Also, a real data from the 2017 Netizen Social Awareness Survey (NSAS) is used to demonstrate the proposed methodology.

Acknowledgements

The authors thank Professor Richard Valliant for his helpful review and valuable suggestions which greatly contributed to improve this paper. This research is supported in part by the National Social Science Foundation of China (18BTJ022 to Z. Liu).

Citation

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Zhan Liu. Chaofeng Tu. Yingli Pan. "Model-assisted SCAD calibration for non-probability samples." Braz. J. Probab. Stat. 35 (4) 772 - 787, November 2021. https://doi.org/10.1214/21-BJPS506

Information

Received: 1 August 2020; Accepted: 1 May 2021; Published: November 2021
First available in Project Euclid: 13 December 2021

MathSciNet: MR4350959
zbMATH: 07477284
Digital Object Identifier: 10.1214/21-BJPS506

Keywords: model-assisted calibration , modified Kullback–Leibler distance , Non-probability samples , SCAD

Rights: Copyright © 2021 Brazilian Statistical Association

Vol.35 • No. 4 • November 2021
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