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Comparative Study of Different Penalty Functions and Algorithms in Survey Calibration

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Book cover Advances in Stochastic and Deterministic Global Optimization

Part of the book series: Springer Optimization and Its Applications ((SOIA,volume 107))

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Abstract

The technique of calibration in survey sampling is a widely used technique in the field of official statistics. The main element of the calibration process is an optimization procedure, for which a variety of penalty functions can be used. In this chapter, we consider three of the classical penalty functions that are implemented in many of the standard calibration software packages. We present two algorithms used by many of these software packages, and explore the properties of the calibrated weights and the corresponding estimates when using these two algorithms with the classical calibration penalty functions.

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Acknowledgements

Work of the first author was supported by the Engineering and Physical Sciences Research Council, project number 1638853 “Examination of approaches to calibration and weighting for non-response in cross-sectional and longitudinal surveys.” The work of the third author was supported by the Russian Science Foundation, project No. 15-11-30022 “Global optimization, supercomputing computations, and application”.

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Authors and Affiliations

  1. Cardiff School of Mathematics, Cardiff University, Cardiff, UK

    Gareth Davies, Jonathan Gillard & Anatoly Zhigljavsky

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  1. Gareth Davies
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  2. Jonathan Gillard
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  3. Anatoly Zhigljavsky
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Correspondence to Gareth Davies .

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Editors and Affiliations

  1. Department of Industrial and Systems Engineering, University of Florida, Gainesville, Florida, USA

    Panos M. Pardalos

  2. Cardiff School of Mathematics, Cardiff University, Cardiff, United Kingdom

    Anatoly Zhigljavsky

  3. Institute of Mathematics and Informatics, Vilnius University, Vilnius, Lithuania

    Julius Žilinskas

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Davies, G., Gillard, J., Zhigljavsky, A. (2016). Comparative Study of Different Penalty Functions and Algorithms in Survey Calibration. In: Pardalos, P., Zhigljavsky, A., Žilinskas, J. (eds) Advances in Stochastic and Deterministic Global Optimization. Springer Optimization and Its Applications, vol 107. Springer, Cham. https://doi.org/10.1007/978-3-319-29975-4_6

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