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Abstract:
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In recent years, instrument vector calibration has received a lot of attention in the literature in the context of unit nonresponse. In this paper, we focus on the so-called single-step approach to weighting, which consists of using calibration with three simultaneous goals in mind: reduce the nonresponse bias, ensure consistency between survey estimates and known population totals and, possibly, improve the efficiency of point estimates. We examine the properties of instrument vector calibration estimators, where the calibration instrumental variables (assumed to be related to the response propensity) are available for the responding units only. We show that the resulting calibration estimators may suffer from both bias and variance amplification. Results from a simulation study support our findings.
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