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A Multivariate Regression Estimator of Levels and Change for Surveys Over Time

Journal of Official Statistics

Volume 39 (2023): Issue 1 (March 2023)

By: Anne Konrad and Yves Berger

Open Access

|Mar 2023

Abstract

Rotations are often used for panel surveys, where the observations remain in the sample for a predefined number of periods and then rotate out. The information of previous waves can be exploited to improve current estimates. We propose a multivariate regression estimator which captures all information available from both waves. By adding additional auxiliary variables describing the information of the rotational design, the proposed estimator captures the sample correlation between waves. It can be used for the estimation of levels and changes.

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Articles in this issue

DOI: https://doi.org/10.2478/jos-2023-0002 | Journal eISSN: 2001-7367

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Language: English

Page range: 27 - 44

Submitted on: Dec 1, 2021

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Accepted on: Aug 1, 2022

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Published online: Mar 16, 2023

Published in print: Mar 1, 2023

Published by: Sciendo

In partnership with: Paradigm Publishing Services

Keywords:

Generalized regression estimation,

composite estimator,

rotating samples

Related subjects:

Probability and statistics

© 2023 Anne Konrad, Yves Berger, published by Sciendo
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.

Volume 39 (2023): Issue 1 (March 2023)

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