Variance estimation under monotone non-response for a panel survey

Hélène Juillard (1) , Guillaume Chauvet (2)

1 INED - Institut national d'études démographiques
2 IRMAR - Institut de Recherche Mathématique de Rennes

Panel surveys are frequently used to measure the evolution of parameters over time. Panel samples may suffer from different types of unit non-response, which is currently handled by estimating the response probabilites and by reweighting respondents. In this work, we consider estimation and variance estimation under unit non-response for panel surveys. Extending the work by Kim and Kim (2007), we consider an expansion estimator accounting for initial non-response and attrition, and propose a suitable variance estimator. It is then extended to cover most estimators encountered in surveys, including calibrated estima-tors, complex parameters and longitudinal estimators. The properties of the proposed variance estimator and of a simplified variance estima-tor are estimated through a simulation study. An illustration of the proposed methods on data from the ELFE survey is also presented.

Mots clés: calibrated estimator; complex parameter; longitudinal estimation; response homogeneity group; simplified variance estimator

Domaines: Méthodologie [stat.ME]

Hélène Juillard, Guillaume Chauvet. Variance estimation under monotone non-response for a panel survey. Survey Methodology, 2018. ⟨hal-01354853v2⟩