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Activity Number: 253
Type: Contributed
Date/Time: Tuesday, August 8, 2006 : 8:30 AM to 10:20 AM
Sponsor: Section on Survey Research Methods
Abstract - #305464
Title: Estimation of Regression Coefficients with Unequal Probability Samples
Author(s): Yu Wu*+ and Wayne Fuller
Companies: Iowa State University and Iowa State University
Address: 208A Snedecor, Ames, IA, 50011,
Keywords:
Abstract:

We compare alternative estimators for regression coefficients estimated with data from a complex survey. The ordinary least squares estimator is a common choice for researchers, but, under an informative design, the ordinary least squares estimator is biased. The design-weighted estimator is consistent but may have a large variance. Design-consistent estimators based on generalized least squares and instrumental variable procedures are compared theoretically and in a Monte Carlo study.

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