Comment: Struggles with Survey Weighting and Regression Modeling

Comment: Struggles with Survey Weighting and Regression Modeling [arXiv:0710.5005]Comment: Published in at http://dx.doi.org/10.1214/088342307000000159 the Statistical Science (http://www.imstat.org/sts/) by the Institute of Mathematical Statistics (http://www.imstat.org

Policy-related small.area estimation

A method of small-area estimation with a utility function is developed. The utility characterises a policy planned to be implemented in each area, based on the area?s estimate of a key quantity. It is shown that the commonly applied empirical Bayes and composite estimators are inefficient for a wide range of utility functions. Adaptations for limited budget to implement the policy are explored. An argument is presented for a closer integration of estimation and (regional) policy making.Composition; empirical Bayes; expected loss; borrowing strenght; exploiting similarity; small-area estimation; utility function

Improving small area estimation by combining surveys: new perspectives in regional statistics

A national survey designed for estimating a specific population quantity is sometimes used for estimation of this quantity also for a small area, such as a province. Budget constraints do not allow a greater sample size for the small area, and so other means of improving estimation have to be devised. We investigate such methods and assess them by a Monte Carlo study. We explore how a complementary survey can be exploited in small area estimation. We use the context of the Spanish Labour Force Survey (EPA) and the Barometer in Spain for our study.Composite estimator, complementary survey, mean squared error, official statistics, regional statistics, small area

On the evaluation of the cost efficiency of nonresponse rate reduction efforts - some general considerations

Virtually every survey today suffers from nonresponse to some extent. To counter this, survey administrators and researchers have a host of methods at their disposal, many of which are both expensive and time consuming. Reduction efforts, aiming at reducing the nonresponse rate, are an important part of the data collection process, but commonly also a substantial part of the available survey budget. We propose that the effciency of the reduction efforts be evaluated in relation to the costs. In this paper we point in the direction of an evaluation procedure, using a measure of cost effciency, that can be used in an "ideal" situation, where all relevant quantities are known. It can not be applied directly in practice, but will serve as a point of reference when practically feasible approaches are developed.resource allocation; cost efficiency; evaluation; nonresponse error; data collection

Some recent developments in microeconometrics: A survey

This paper summarizes some recent developments in rnicroeconometrics with respect to methods for estimation and inference in non-linear models based on cross-section and panel data. In particular we discuss recent progress in estimation with conditional moment restrictions, simulation methods, serniparametric methods, as well as specification tests. We use the binary cross-section and panel probit model to illustrate the application of some of the theoretical results. --

A Reassesment of Flexible Price Evidence Using Scanner Data: Evidence from an Emerging Economy

In this paper we use a new database of scanner-level prices for the Chilean economy to characterize the microeconomic behavior of prices during a period of high inflation. We are able to characterize the price-setting behavior by supermarket chain. The evidence indicates that there is significant heterogeneity in the pricing behavior of individual retailers. Analyzing the source of shocks, results show that even though chain-specific shocks account for a sizable fraction of the observed variation, common (i.e. countrywide) shocks to individual goods and product categories are the most important factors to explain the behavior of prices. In other words, the pricing strategy of retailers seems less important in developing countries to explain microeconomic price dynamics.