Minimum Hellinger Distance Estimators for Complex Survey Designs
By: David Kepplinger, Anand N. Vidyashankar
Potential Business Impact:
Makes survey results more accurate, ignoring bad data.
Reliable inference from complex survey samples can be derailed by outliers and high-leverage observations induced by unequal inclusion probabilities and calibration. We develop a minimum Hellinger distance estimator (MHDE) for parametric superpopulation models under complex designs, including Poisson PPS and fixed-size SRS/PPS without replacement, with possibly stochastic post-stratified or calibrated weights. Using a Horvitz-Thompson-adjusted kernel density plug-in, we show: (i) $L^1$-consistency of the KDE with explicit large-deviation tail bounds driven by a variance-adaptive effective sample size; (ii) uniform exponential bounds for the Hellinger affinity that yield MHDE consistency under mild identifiability; (iii) an asymptotic Normal distribution for the MHDE with covariance $\mathbf A^{-1}\boldsymbol\Sigma \mathbf A^{\intercal}$ (and a finite-population correction under without-replacement designs); and (iv) robustness via the influence function and $\alpha$-influence curves in the Hellinger topology. Simulations under Gamma and lognormal superpopulation models quantify efficiency-robustness trade-offs relative to weighted MLE under independent and high-leverage contamination. An application to NHANES 2021-2023 total water consumption shows that the MHDE remains stable despite extreme responses that markedly bias the MLE. The estimator is simple to implement via quadrature over a fixed grid and is extensible to other divergence families.
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