A simulation study of repeated weighting estimation

1-3-2004 09:00

A simulation study is carried out to investigate the performance of repeated weighting estimators and corresponding variance estimators. The study concerns two three-way frequency tables for a population of persons to be estimated from a sample matched to a register. Repeated weighting estimates are general regression estimates adjusted to certain marginal totals in order to achieve numerical consistency, in this case with register counts. For the particular frequency tables studied, repeated weighting and corresponding variance estimation perform well. Even for moderately small samples, mean squared errors are comparable to those for the general regression estimator that serves as starting point for the repeated weighting estimator. For the second frequency table simulated, a simplified variance estimator for the repeated weighting estimator is computed, which performs nearly as well as the original repeated weighting variance estimator.