Conditional inference in finite population sampling under a calibration model
Several estimators, including the classical and the regression estimators of finite population mean, are compared, both theoretically and empirically, under a calibration model, where the dependent variable(y), and not the independent variable(x), can be observed for all units of the finite population. It is shown asymptotically that when conditioned on x, the bias of the classical estimator may be much smaller than that of the regression estimators; whereas when conditioned on y, the regression estimator may have much smaller conditional bias than the classical estimator. Since all the y's(not x's) can be observed, it seems appropriate to make comparison under the conditional distribution of each estimator with y fixed. In this case, the regression estimator has smaller variance, smaller conditional bias, and the conditional coverage probability closer to its nominal level. © 1988, Taylor & Francis Group, LLC. All rights reserved.
Communications in Statistics - Simulation and Computation
Chhikara, R., & Deng, L. (1988). Conditional inference in finite population sampling under a calibration model. Communications in Statistics - Simulation and Computation, 17 (2), 663-681. https://doi.org/10.1080/03610918808812685