Calibration (GREG) estimators
Calibration, generalized raking, or GREG estimators generalise post-stratification and
raking by calibrating a sample to the marginal totals of
variables in a linear regression model. This function reweights the
survey design and adds additional information that is used by
svyrecvar to reduce the estimated standard errors.
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calibrate(design,...) ## S3 method for class 'survey.design2' calibrate(design, formula, population, aggregate.stage=NULL, stage=0, variance=NULL, bounds=c(-Inf,Inf), calfun=c("linear","raking","logit"), maxit=50,epsilon=1e-7,verbose=FALSE,force=FALSE,trim=NULL,...) ## S3 method for class 'svyrep.design' calibrate(design, formula, population,compress=NA, aggregate.index=NULL, variance=NULL, bounds=c(-Inf,Inf), calfun=c("linear","raking","logit"), maxit=50, epsilon=1e-7, verbose=FALSE,force=FALSE,trim=NULL, ...) ## S3 method for class 'twophase' calibrate(design, phase=2,formula, population, calfun=c("linear","raking","logit","rrz"),...) grake(mm,ww,calfun,eta=rep(0,NCOL(mm)),bounds,population,epsilon, verbose,maxit)
survey design object
model formula for calibration model, or list of formulas for each margin
Vectors of population column totals for the model matrix in the calibration model, or list of such vectors for each cluster, or list of tables for each margin. Required except for two-phase designs
compress the resulting replicate weights if
See Details below
Coefficients for variance in calibration model (see Details below)
An integer. If not
A vector or one-sided formula. If not
Bounds for the calibration weights, optional
Weights outside this range will be trimmed to these bounds.
options for other methods
Calibration function: see below
Number of iterations
tolerance in matching population total. Either a single
number or a vector of the same length as
print lots of uninteresting information
Return an answer even if the specified accuracy was not achieved
Phase of a two-phase design to calibrate (only
vector of weights
starting values for iteration
formula argument specifies a model matrix, and the
population argument is the population column sums of this
For the important special case where the calibration totals are (possibly
overlapping) marginal tables of factor variables, as in classical
population arguments may be
lists in the same format as the input to
population argument has a names attribute it will be
checked against the names produced by
reordered if necessary. This protects against situations where the
(locale-dependent) ordering of factor levels is not what you expected.
Numerical instabilities may result if the sampling weights in the
design object are wrong by multiple orders of magnitude. The
code now attempts to rescale the weights first, but it is better for
the user to ensure that the scale is reasonable.
calibrate function implements linear, bounded linear,
raking, bounded raking, and logit calibration functions. All except
unbounded linear calibration use the Newton-Raphson algorithm
described by Deville et al (1993). This algorithm is exposed for other
uses in the
grake function. Unbounded linear calibration uses
an algorithm that is less sensitive to collinearity. The calibration
function may be specified as a string naming one of the three built-in
functions or as an object of class
user-defined functions. See
make.calfun for details.
Calibration with bounds, or on highly collinear data, may fail. If
force=TRUE the approximately calibrated design object will
still be returned (useful for examining why it failed). A failure in
calibrating a set of replicate weights when the sampling weights were
successfully calibrated will give only a warning, not an error.
When calibration to the desired set of bounds is not possible, another option is
to trim weights. To do this set
bounds to a looser set of bounds
for which calibration is achievable and set
trim to the tighter
bounds. Weights outside the bounds will be trimmed to the bounds, and
the excess weight distributed over other observations in proportion to
their sampling weight (and so this may put some other observations
slightly over the trimming bounds). The projection matrix used in computing
standard errors is based on the feasible bounds specified by the
bounds argument. See also
which trims the final weights in a design object rather than the
For two-phase designs
calfun="rrz" estimates the sampling
probabilities using logistic regression as described by Robins et al
estWeights will do the same thing.
Calibration may result in observations within the last-stage sampling
units having unequal weight even though they necessarily are sampled
aggegrate.stage ensures that the
calibration weight adjustments are constant within sampling units at
the specified stage; if the original sampling weights were equal the
final weights will also be equal. The algorithm is as described by
Vanderhoeft (2001, section III.D). Specifying
does the same thing for replicate weight designs; a warning will be
given if the original weights are not constant within levels of
In a model with two-stage sampling, population totals may be available
for the PSUs actually sampled, but not for the whole population. In
this situation, calibrating within each PSU reduces with second-stage
contribution to variance. This generalizes to multistage sampling.
stage argument specifies which stage of sampling the totals
refer to. Stage 0 is full population totals, stage 1 is totals for
PSUs, and so on. The default,
stage=NULL is interpreted as
stage 0 when a single population vector is supplied and stage 1 when a
list is supplied. Calibrating to PSU totals will fail (with a message
about an exactly singular matrix) for PSUs that have fewer
observations than the number of calibration variables.
For unbounded linear calibration only, the variance in the calibration
model may depend on covariates. If
calibration model has constant variance. If
variance is not
it specifies a linear combination of the columns of the model matrix
and the calibration variance is proportional to that linear
The design matrix specified by formula (after any aggregation) must be of full rank, with one exception. If the population total for a column is zero and all the observations are zero the column will be ignored. This allows the use of factors where the population happens to have no observations at some level.
In a two-phase design,
population may be omitted when
phase=2, to specify calibration to the phase-one sample. If the
two-phase design object was constructed using the more memory-efficient
method="approx" argument to
twophase, calibration of the first
phase of sampling to the population is not supported.
A survey design object.
Deville J-C, Sarndal C-E, Sautory O (1993) Generalized Raking Procedures in Survey Sampling. JASA 88:1013-1020
Kalton G, Flores-Cervantes I (2003) "Weighting methods" J Official Stat 19(2) 81-97
Lumley T, Shaw PA, Dai JY (2011) "Connections between survey calibration estimators and semiparametric models for incomplete data" International Statistical Review. 79:200-220. (with discussion 79:221-232)
Sarndal C-E, Swensson B, Wretman J. "Model Assisted Survey Sampling". Springer. 1991.
Rao JNK, Yung W, Hidiroglou MA (2002) Estimating equations for the analysis of survey data using poststratification information. Sankhya 64 Series A Part 2, 364-378.
Robins JM, Rotnitzky A, Zhao LP. (1994) Estimation of regression coefficients when some regressors are not always observed. Journal of the American Statistical Association, 89, 846-866.
Vanderhoeft C (2001) Generalized Calibration at Statistics Belgium. Statistics Belgium Working Paper No 3. http://statbel.fgov.be/nl/binaries/paper03%5B1%5D_tcm325-35412.pdf
rake for other ways
to use auxiliary information
vignette("epi") for an example of calibration in two-phase designs
survey/tests/kalton.R for examples replicating those in Kalton & Flores-Cervantes (2003)
make.calfun for user-defined calibration distances.
trimWeights to trim final weights rather than calibration adjustments.
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data(api) dclus1<-svydesign(id=~dnum, weights=~pw, data=apiclus1, fpc=~fpc) pop.totals<-c(`(Intercept)`=6194, stypeH=755, stypeM=1018) ## For a single factor variable this is equivalent to ## postStratify (dclus1g<-calibrate(dclus1, ~stype, pop.totals)) svymean(~api00, dclus1g) svytotal(~enroll, dclus1g) svytotal(~stype, dclus1g) ## Make weights constant within school district (dclus1agg<-calibrate(dclus1, ~stype, pop.totals, aggregate=1)) svymean(~api00, dclus1agg) svytotal(~enroll, dclus1agg) svytotal(~stype, dclus1agg) ## Now add sch.wide (dclus1g2 <- calibrate(dclus1, ~stype+sch.wide, c(pop.totals, sch.wideYes=5122))) svymean(~api00, dclus1g2) svytotal(~enroll, dclus1g2) svytotal(~stype, dclus1g2) ## Finally, calibrate on 1999 API and school type (dclus1g3 <- calibrate(dclus1, ~stype+api99, c(pop.totals, api99=3914069))) svymean(~api00, dclus1g3) svytotal(~enroll, dclus1g3) svytotal(~stype, dclus1g3) ## Same syntax with replicate weights rclus1<-as.svrepdesign(dclus1) (rclus1g3 <- calibrate(rclus1, ~stype+api99, c(pop.totals, api99=3914069))) svymean(~api00, rclus1g3) svytotal(~enroll, rclus1g3) svytotal(~stype, rclus1g3) (rclus1agg3 <- calibrate(rclus1, ~stype+api99, c(pop.totals,api99=3914069), aggregate.index=~dnum)) svymean(~api00, rclus1agg3) svytotal(~enroll, rclus1agg3) svytotal(~stype, rclus1agg3) ### ## Bounded weights range(weights(dclus1g3)/weights(dclus1)) dclus1g3b <- calibrate(dclus1, ~stype+api99, c(pop.totals, api99=3914069),bounds=c(0.6,1.6)) range(weights(dclus1g3b)/weights(dclus1)) svymean(~api00, dclus1g3b) svytotal(~enroll, dclus1g3b) svytotal(~stype, dclus1g3b) ## trimming dclus1tr <- calibrate(dclus1, ~stype+api99, c(pop.totals, api99=3914069), bounds=c(0.5,2), trim=c(2/3,3/2)) svymean(~api00+api99+enroll, dclus1tr) svytotal(~stype,dclus1tr) range(weights(dclus1tr)/weights(dclus1)) rclus1tr <- calibrate(rclus1, ~stype+api99, c(pop.totals, api99=3914069), bounds=c(0.5,2), trim=c(2/3,3/2)) svymean(~api00+api99+enroll, rclus1tr) svytotal(~stype,rclus1tr) ## Input in the same format as rake() for classical raking pop.table <- xtabs(~stype+sch.wide,apipop) pop.table2 <- xtabs(~stype+comp.imp,apipop) dclus1r<-rake(dclus1, list(~stype+sch.wide, ~stype+comp.imp), list(pop.table, pop.table2)) gclus1r<-calibrate(dclus1, formula=list(~stype+sch.wide, ~stype+comp.imp), population=list(pop.table, pop.table2),calfun="raking") svymean(~api00+stype, dclus1r) svymean(~api00+stype, gclus1r) ## generalised raking dclus1g3c <- calibrate(dclus1, ~stype+api99, c(pop.totals, api99=3914069), calfun="raking") range(weights(dclus1g3c)/weights(dclus1)) (dclus1g3d <- calibrate(dclus1, ~stype+api99, c(pop.totals, api99=3914069), calfun=cal.logit, bounds=c(0.5,2.5))) range(weights(dclus1g3d)/weights(dclus1)) ## Ratio estimators are calibration estimators dstrat<-svydesign(id=~1,strata=~stype, weights=~pw, data=apistrat, fpc=~fpc) svytotal(~api.stu,dstrat) common<-svyratio(~api.stu, ~enroll, dstrat, separate=FALSE) predict(common, total=3811472) pop<-3811472 ## equivalent to (common) ratio estimator dstratg1<-calibrate(dstrat,~enroll-1, pop, variance=1) svytotal(~api.stu, dstratg1)
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