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Biometrika 1993 80(1):107-116; doi:10.1093/biomet/80.1.107
© 1993 by Biometrika Trust
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Empirical likelihood estimation for finite populations and the effective usage of auxiliary information

JIAHUA CHEN and JING QIN

Department of Statistics & Actuarial Science, University of Waterloo Waterloo, Ontario, Canada N2L 3G1

In finite population inference problems, auxiliary population information is often available. We show in this paper that the empirical likelihood method can be naturally applied to such problems to make effective use of the auxiliary information. We prove that the resulting estimates have smaller asymptotic variances than the usual estimates which do not use auxiliary information. A Bahadur-type representation for empirical likelihood sample quantiles is given. Simulation results show that the empirical likelihood estimates perform well among a number of competitors and are model robust.

Key Words: Auxiliary information • Bahadur representation • Empirical likelihood • Estimating equation • Jacknife variance estimate


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