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Activity Number: 114
Type: Contributed
Date/Time: Monday, July 30, 2007 : 8:30 AM to 10:20 AM
Sponsor: Section on Statistics and Marketing
Abstract - #308424
Title: Post-Stratification with Optimized Effective Base: Linear and Nonlinear Ridge Regression Approach
Author(s): Stan Lipovetsky*+
Companies: GfK Custom Research North America
Address: 8401 Golden Valley Rd, Minneapolis, MN, 55427,
Keywords: Sample balance ; post-stratification ; ridge regression ; nonlinear optimization
Abstract:

Post-stratification, or sample balancing, or raking, is widely utilized in survey research to weighting a sample data for a better correspondence to Census or other known population quotas. Cross-tables of counts are mostly used in the Deming-Stephan iterative proportional fitting to find the weights for adjusting data to known margins. A bi-criteria objective for finding weights with minimum variance yields a solution with maximum effective sample size. This model can be expressed as a ridge regression, which is applied to the original data, without its collapsing to cross-tables. Linear and nonlinear parameterization models are studied. The explicit regression solution allows to study the weighting analytically, that helps to interpret and improve the sample balance results.


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Revised September, 2007