Restricted quasi-score estimating functions for sample survey data

• Published in: Journal of applied probability Vol. 41; no. A; pp. 119 - 130
• Main Authors: Lin, Y.-X., Steel, D., Chambers, R. L
• Format: Journal Article
• Language: English
• Published: Cambridge, UK Cambridge University Press 2004; Applied Probability Trust
• Subjects: 62-07; 62F99; 62J12; Estimating function; Estimation methods; Fisher information; Inference; Mathematical independent variables; Mathematical vectors; Maximum likelihood estimation; Part 2. Estimation methods; Population estimates; Population parameters; quasi-likelihood; sample survey; Survey data; Survey sampling; Estimating function; 62F99; sample survey; 62–07; quasi-likelihood; 62J12
• ISSN: 0021-9002; 1475-6072
• DOI: 10.1239/jap/1082552194

This paper applies the theory of the quasi-likelihood method to model-based inference for sample surveys. Currently, much of the theory related to sample surveys is based on the theory of maximum likelihood. The maximum likelihood approach is available only when the full probability structure of the survey data is known. However, this knowledge is rarely available in practice. Based on central limit theory, statisticians are often willing to accept the assumption that data have, say, a normal probability structure. However, such an assumption may not be reasonable in many situations in which sample surveys are used. We establish a framework for sample surveys which is less dependent on the exact underlying probability structure using the quasi-likelihood method.