Target Selection as Variable Selection: Using the Lasso to Select Auxiliary Vectors for the Construction of Survey Weights

43 Pages Posted: 13 Dec 2019

See all articles by Devin Caughey

Devin Caughey

Massachusetts Institute of Technology (MIT) - Department of Political Science

Erin Hartman

University of California, Los Angeles (UCLA)

Date Written: June 30, 2017

Abstract

Survey nonresponse is a ubiquitous problem in modern survey research. As individuals have become less likely to respond to surveys there has been a simultaneous rise in highly granular data sources that can be used to help ameliorate the nonresponse problem. While much research has been done on post-hoc weighting methods, which provide a flexible and general solution for unit nonresponse, there is an open question of how to select the optimal auxiliary vector to include in the weighting method. We formulate this as a methodological question of variable and interaction selection where the goal is, assuming an individual level stochastic response probability, to construct an optimal set of weights for each individual respondent to account for an observed pattern of nonresponse. We use recent literature on hierarchical group-lasso regularization to determine the best auxiliary vector for weighting. We show the advantages of this method in simulations that are derived from real survey data sampled off of an individual level voter file in recent elections. We also apply the method to historic quota sampled survey data from the 1930s and 1940s to show the advantages of this method even where the sampling design is unknown.

Suggested Citation

Caughey, Devin and Hartman, Erin, Target Selection as Variable Selection: Using the Lasso to Select Auxiliary Vectors for the Construction of Survey Weights (June 30, 2017). Available at SSRN: https://ssrn.com/abstract=3494436 or http://dx.doi.org/10.2139/ssrn.3494436

Devin Caughey (Contact Author)

Massachusetts Institute of Technology (MIT) - Department of Political Science ( email )

77 Massachusetts Ave.
E53-470
Cambridge, MA 02139-4301
United States
6173244085 (Phone)

HOME PAGE: http://www.devincaughey.com

Erin Hartman

University of California, Los Angeles (UCLA) ( email )

405 Hilgard Avenue
Box 951361
Los Angeles, CA 90095
United States

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