Variance estimation for measures of change in probability sampling [Estimation de la variance de mesures de changement pour des échantillons probabilistes]


Berger, Yves G. (2004) Variance estimation for measures of change in probability sampling [Estimation de la variance de mesures de changement pour des échantillons probabilistes]. Canadian Journal of Statistics [La revue canadienne de statistique], 32, (4), 451-467.

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Description/Abstract

Variance estimation of changes requires estimates of variances and covariances that would be relatively straightforward to make if the sample remained the same from one wave to the next, but this is rarely the case in practice as successive waves are usually different overlapping samples. The author proposes a design-based estimator for covariance matrices that is adapted to this situation. Under certain conditions, he shows that his approach yields non-negative definite estimates for covariance matrices and therefore positive variance estimates for a large class of measures of change.

L'estimation de la variance de changements s'appuie sur des estimés de variances et de covariances qui seraient relativement simples à obtenir si l'échantillon restait le même d'une période à l'autre, chose rare en pratique puisque les échantillons successifs sont des échantillons qui se chevauchent. L'auteur propose un estimateur de matrices de covariance adapté à cette situation. Sous certaines conditions, il montre que son approche conduit à des estimations de matrices de covariance définies non négatives et donc à des estimations de variance positives pour une grande classe de mesures de changement.

Item Type: Article
ISSNs: 0319-5724 (print)
Related URLs:
Keywords: conditional poisson sampling, covariance matrix, design-based inference, entropy, finite population correction, inclusion probabilities, non-negative definite matrix, overlapping samples, repeated surveys, rotating schemes
Subjects: H Social Sciences > HA Statistics
Divisions: University Structure - Pre August 2011 > School of Social Sciences > Social Statistics
ePrint ID: 34122
Date Deposited: 17 May 2006
Last Modified: 27 Mar 2014 18:21
URI: http://eprints.soton.ac.uk/id/eprint/34122

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