The University of Southampton
University of Southampton Institutional Repository

A simple variance estimator for unequal probability sampling without replacement

Berger, Yves G. (2004) A simple variance estimator for unequal probability sampling without replacement Journal of Applied Statistics, 31, (3), pp. 305-315. (doi:10.1080/0266476042000184046).

Record type: Article

Abstract

Survey sampling textbooks often refer to the Sen-Yates-Grundy variance estimator for use with without-replacement unequal probability designs. This estimator is rarely implemented because of the complexity of determining joint inclusion probabilities. In practice, the variance is usually estimated by simpler variance estimators such as the Hansen-Hurwitz with replacement variance estimator; which often leads to overestimation of the variance for large sampling fractions that are common in business surveys.

We will consider an alternative estimator: the Hájek (1964) variance estimator that depends on the first-order inclusion probabilities only and is usually more accurate than the Hansen-Hurwitz estimator. We review this estimator and show its practical value. We propose a simple alternative expression; which is as simple as the Hansen- Hurwitz estimator. We also show how the Hájek estimator can be easily implemented with standard statistical packages.

Full text not available from this repository.

More information

Published date: 2004
Keywords: design-based inference, hansen-hurwitz variance estimator, inclusion probabilities, &pgr, estimator, sen-yates-grundy Variance Estimator
Organisations: Faculty of Social, Human and Mathematical Sciences

Identifiers

Local EPrints ID: 34120
URI: http://eprints.soton.ac.uk/id/eprint/34120
ISSN: 0266-4763
PURE UUID: bc721b67-c0a0-40f0-929f-f10cca6b6b1c

Catalogue record

Date deposited: 15 May 2006
Last modified: 17 Jul 2017 15:51

Export record

Altmetrics

Download statistics

Downloads from ePrints over the past year. Other digital versions may also be available to download e.g. from the publisher's website.

View more statistics

Atom RSS 1.0 RSS 2.0

Contact ePrints Soton: eprints@soton.ac.uk

ePrints Soton supports OAI 2.0 with a base URL of http://eprints.soton.ac.uk/cgi/oai2

This repository has been built using EPrints software, developed at the University of Southampton, but available to everyone to use.

We use cookies to ensure that we give you the best experience on our website. If you continue without changing your settings, we will assume that you are happy to receive cookies on the University of Southampton website.

×