Generalized Regression Estimation Under Misspecified Sample Design

Thomas M. Menino Convention & Exhibition Center 

Classical design-based survey estimation relies on a properly specified sampling design for valid inference. We consider the properties of regression estimation under a misspecified sampling design, in which the nominal and true inclusion probabilities do not necessarily match. This general misspecified sample design setting encompasses many challenges in the current sample survey environment, especially with national statistical agencies such as the Census Bureau. Under this setting, an asymptotic analysis of the regression estimator, an expression of the bias, and an expression of the variance are presented. Further, a consistent variance estimator is derived and an expression which estimates the bias in-part or in-whole is discussed. This later expression may be used as an indicator of the presence of bias due to misspecification by a practitioner. A simulation study is conducted to support the presented theory.

Design-based

Model-assisted

Probability sampling

Survey asymptotics

Survey sampling 

Survey Research Methods Section