Social and Behavioral Sciences Commons^™

Does The Model Matter For Greg Estimation? A Business Survey Example, Dan Hedlin, Hannah Falvey, Raymond Chambers, Phillip Kokic

Faculty of Engineering and Information Sciences - Papers: Part A

Although asymptotically design-unbiased, GREG estimators may produce bad estimates. The article examines the behaviour of GREG estimators when the underlying models are misspecified. It shows how an efficient GREG estimator was found for a business survey that posed some problems. The work involved data exploration in several steps, combined with analyses of g-weights, residuals and standard regression diagnostics. We discuss two diagnostics for whether a GREG estimate is reasonable or not. A common justification for the use of GREG estimators is that, being asymptotically design unbiased, they are relatively robust to model choice. However, we show that the property of …