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Reponse Model Selection in Small Area Estimation Under Not Missing Random Nonresponse

Michael Sverchkov and Danny Pfefferman

Abstract

Sverchkov and Pfeffermann (S-P, 2008, 2018) consider estimation under informative sampling and not missing at random (NMAR) nonresponse. To account for the nonresponse, S-P assume a given response model and estimate the corresponding response probabilities by application of the Missing Information Principle, which consists of defining the likelihood as if there was complete response and then integrating out the unobserved outcomes from the likelihood employing the relationship between the sample and sample-complement distributions.

A key condition for the success of this approach is the specification of the response model. In this presentation we consider information criteria based on the above likelihood, and show how they can be used for the selection of the response model. We illustrate the approach on a real data example.