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A Weighted Composite Likelihood Approach to Inference from Clustered Survey Data Under a Two-Level Model

Author

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  • Laura Dumitrescu

    (Victoria University of Wellington)

  • Wei Qian

    (Statistics Canada)

  • J. N. K. Rao

    (Carleton University)

Abstract

Two-level models are widely used for analysing clustered survey data with the design structure matching the model hierarchy. Hypothesis testing on model parameters is studied, using a weighted composite likelihood approach that takes account of the survey design features. In particular, the asymptotic normality of the weighted composite likelihood estimators is established. Using this result, the asymptotic distributions of a generalised score test statistic and a likelihood ratio type test statistic, under a null composite hypothesis on the model parameters, is established. Results of a limited simulation study on the finite sample performance of the proposed tests are reported.

Suggested Citation

  • Laura Dumitrescu & Wei Qian & J. N. K. Rao, 2021. "A Weighted Composite Likelihood Approach to Inference from Clustered Survey Data Under a Two-Level Model," Sankhya A: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 83(2), pages 814-843, August.
    • Handle: RePEc:spr:sankha:v:83:y:2021:i:2:d:10.1007_s13171-020-00234-z
    DOI: 10.1007/s13171-020-00234-z
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    References listed on IDEAS

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    1. Sophia Rabe‐Hesketh & Anders Skrondal, 2006. "Multilevel modelling of complex survey data," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 169(4), pages 805-827, October.
    2. Cristiano Varin, 2008. "On composite marginal likelihoods," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 92(1), pages 1-28, February.
    3. Yuan, Ke-Hai & Jennrich, Robert I., 1998. "Asymptotics of Estimating Equations under Natural Conditions," Journal of Multivariate Analysis, Elsevier, vol. 65(2), pages 245-260, May.
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    Cited by:

    1. Jae Kwang Kim & J.N.K. Rao & Yonghyun Kwon, 2022. "Analysis of clustered survey data based on two‐stage informative sampling and associated two‐level models," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 185(4), pages 1522-1540, October.

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