MEASURING STATISTICAL IMPACTS WITH STATE SPACE MODELS
The ABS is embarking on a transformation program, which includes a change in ABS systems (editing, imputation, estimation, etc.), use of different collection modes and list sampling frames etc. Once this transformation is completed, it is expected to deliver positive changes to the production of official statistics. However, there is also a risk of introducing impacts on some ABS time series. The ABS is working on developing methods to measure, and where needed, to adjust for any impacts on such time series.
A number of different State Space models were considered in this study, including the difference model for parallel collection, phase-in model with and without Kalman filter initialisation using estimated impacts from parallel collection and the full model that utilises both parallel collection and phase-in period information. The models’ performance is evaluated from the results of a simulation study for the Labour Force Survey (LFS). The full model with parallel collection performs the best in terms of the power of detecting overall impacts when compared to the other models.
For more information, please contact Oksana Honchar Methodology@abs.gov.au