Survey Statistics: GREG

I just got to chat with Andrew and some of the authors of the MrPlew paper: Ryan Giordano, Erin Hartman, and Avi Feller. Lots more I have to digest here ! The paper came out while the polar bear and I were crossing from TN into VA. We talked about using a model for response R, a model for outcome Y, or both. So GREG came up, and Andrew asked “what’s GREG ?” Good question. GREG is Generalized REGression estimator. Särndal, Swensson, Wretman (1992) has a nice section that writes it in a few alternative ways: 1. Adjust an estimate based on the model with a Horvitz-Thompson estimate of the error: 2. Or on the flip side, you can see it as adjusting the Horvitz-Thompson estimate with the model: It’s called GREG for Generalized REGression estimator, what is being generalized ? Lumley 2010 made me think we were generalizing to continuous X variables: Sharon Lohr’s book made me think we were generalizing beyond simple random samples: Särndal, Swensson, Wretman (1992) made me think we were…