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- Title
Calibration of estimator-weights via semismooth Newton method.
- Authors
Münnich, Ralf; Sachs, Ekkehard; Wagner, Matthias
- Abstract
Weighting is a common methodology in survey statistics to increase accuracy of estimates or to compensate for non-response. One standard approach for weighting is calibration estimation which represents a common numerical problem. There are various approaches in the literature available, but quite a number of distance-based approaches lack a mathematical justification or are numerically unstable. In this paper we reformulate the calibration problem as a system of nonlinear equations. Although the equations are lacking differentiability properties, one can show that they are semismooth and the corresponding extension of Newton's method is applicable. This is a mathematically rigorous approach and the numerical results show the applicability of this method.
- Subjects
NEWTON-Raphson method; NUMERICAL analysis; SMOOTHING (Numerical analysis); EQUATIONS; NONLINEAR statistical models
- Publication
Journal of Global Optimization, 2012, Vol 52, Issue 3, p471
- ISSN
0925-5001
- Publication type
Article
- DOI
10.1007/s10898-011-9759-1