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Variance estimation of imputed estimators of change for repeated rotating surveys

Variance estimation of imputed estimators of change for repeated rotating surveys
Variance estimation of imputed estimators of change for repeated rotating surveys
A common problem in survey sampling is to compare two cross-sectional estimates for the same study variable taken on two different waves or occasions. These cross-sectional estimates often include imputed values to compensate for item non-response. The estimation of the sampling variance of the estimator of change is useful to judge whether the observed change is statistically significant. Estimating the variance of a change is not straightforward due to rotation in repeated surveys. We propose using a multivariate linear regression approach and show how it can be used to accommodate the effect of imputation. The regression approach gives design-consistent estimation of the variance of change when the sampling fraction is small. We illustrate the proposed approach using random hot-deck imputation, although the proposed estimator can be implemented with other imputation techniques.
deterministic imputation, longitudinal surveys, missing data, nonresponse, overlapping samples, unequal inclusion probabilities
0306-7734
Berger, Yves G.
8fd6af5c-31e6-4130-8b53-90910bf2f43b
Emilio L., Escobar
0371e6aa-057f-4562-be43-9d81d01af651
Berger, Yves G.
8fd6af5c-31e6-4130-8b53-90910bf2f43b
Emilio L., Escobar
0371e6aa-057f-4562-be43-9d81d01af651

Berger, Yves G. and Emilio L., Escobar (2016) Variance estimation of imputed estimators of change for repeated rotating surveys. International Statistical Review. (doi:10.1111/insr.12197).

Record type: Article

Abstract

A common problem in survey sampling is to compare two cross-sectional estimates for the same study variable taken on two different waves or occasions. These cross-sectional estimates often include imputed values to compensate for item non-response. The estimation of the sampling variance of the estimator of change is useful to judge whether the observed change is statistically significant. Estimating the variance of a change is not straightforward due to rotation in repeated surveys. We propose using a multivariate linear regression approach and show how it can be used to accommodate the effect of imputation. The regression approach gives design-consistent estimation of the variance of change when the sampling fraction is small. We illustrate the proposed approach using random hot-deck imputation, although the proposed estimator can be implemented with other imputation techniques.

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Berger_Escobar_2016_Pre_v1.pdf - Accepted Manuscript
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More information

e-pub ahead of print date: 15 September 2016
Published date: 2016
Related URLs:
Keywords: deterministic imputation, longitudinal surveys, missing data, nonresponse, overlapping samples, unequal inclusion probabilities
Organisations: Statistical Sciences Research Institute

Identifiers

Local EPrints ID: 376675
URI: http://eprints.soton.ac.uk/id/eprint/376675
ISSN: 0306-7734
PURE UUID: dcde073f-5e3e-47f1-9d2a-36d7d46f7c20
ORCID for Yves G. Berger: ORCID iD orcid.org/0000-0002-9128-5384

Catalogue record

Date deposited: 05 May 2015 14:15
Last modified: 15 Mar 2024 03:01

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Contributors

Author: Yves G. Berger ORCID iD
Author: Escobar Emilio L.

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