Donald P. Green, Alan S. Gerber, SL De Boef, SL. (1999), Tracking opinion over time - A method for reducing sampling error, Public Opinion Quarterly 63(2): 178-192. DOI: 10.1086/297710
Across a wide range of applications, the Kalman filtering and smoothing algorithm provides survey researchers with a single, systematic technique by which to generate four kinds of useful information. First, it enables survey analysts to differentiate between random sampling error and true opinion change. Second, Kalman smoothing provides a means by which to accumulate information across surveys, greatly increasing the precision with which public opinion is gauged at any given point in time. Third, this technique provides a rigorous means by which to interpolate missing observations and calculate the uncertainty associated with these interpolations. Finally, the Kalman algorithm improves the accuracy with which public opinion may be forecasted. Our empirical examples, which focus on party identification, show that the Kalman algorithm can dramatically reduce sampling error in survey data. Since software implementing this technique is readily available, survey analysts are encouraged to use it to make more efficient use of the data at their disposal.
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