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Calibration and the two stage Heckman procedure
Örebro University, Örebro University School of Business.
2012 (English)Independent thesis Advanced level (degree of Master (Two Years)), 20 credits / 30 HE creditsStudent thesis
Abstract [en]

The calibration approach is a very general approach to reduce the sampling error and the nonresponse error in sample surveys. Nonresponse in sample surveys can be considered as a kind of sample selection problem. In the econometric literature, the Heckman two-stage procedure is suggested for handling sample selection problem in regression analysis. In this study, we mainly describe the calibration approach, the GREG estimator and the Heckman two-stage model. On the basis of the calibration techniques, we make use of the GREG estimator and the Heckman two-stage procedure to deal with the nonresponse problem, respectively. Via a simulation study, the two kinds of estimators are compared with each other, regarding variance and bias, and ratio of MSE.

Place, publisher, year, edition, pages
2012. , p. 31
Keywords [en]
Nonresponse, Calibration Approach, GREG Estimator, Heckman Two-stage Procedure, Sample Selection Problem and Simulation Study
National Category
Probability Theory and Statistics
Identifiers
URN: urn:nbn:se:oru:diva-26540ISRN: ORU-HHS/STA-AS-2013/0006--SEOAI: oai:DiVA.org:oru-26540DiVA, id: diva2:572664
Subject / course
Statistik
Presentation
(English)
Uppsok
Social and Behavioural Science, Law
Supervisors
Examiners
Available from: 2013-01-04 Created: 2012-11-28 Last updated: 2017-10-17Bibliographically approved

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CiteExportLink to record
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Citation style
  • apa
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