A variance estimator for systematic sampling from a deliberately ordered population
A variance estimator for systematic sampling from a deliberately ordered population
The systematic sampling (SYS) design (Madow and Madow, 1944) is widely used by statistical offices due to its simplicity and efficiency (e.g., Iachan, 1982). But it suffers from a serious defect, namely, that it is impossible to unbiasedly estimate the sampling variance (Iachan, 1982) and usual variance estimators (Yates and Grundy, 1953) are inadequate and can overestimate the variance significantly (Särndal et al., 1992). We propose a novel variance estimator which is less biased and that can be implemented with any given population order. We will justify this estimator theoretically and with a Monte Carlo simulation study.
inclusion probabilities, ?-estimator, unequal probability sampling, weighted least squares
1533-1541
Berger, Yves G.
8fd6af5c-31e6-4130-8b53-90910bf2f43b
2005
Berger, Yves G.
8fd6af5c-31e6-4130-8b53-90910bf2f43b
Berger, Yves G.
(2005)
A variance estimator for systematic sampling from a deliberately ordered population.
Communications in Statistics: Theory and Methods, 34 (7), .
(doi:10.1081/STA-200063383).
Abstract
The systematic sampling (SYS) design (Madow and Madow, 1944) is widely used by statistical offices due to its simplicity and efficiency (e.g., Iachan, 1982). But it suffers from a serious defect, namely, that it is impossible to unbiasedly estimate the sampling variance (Iachan, 1982) and usual variance estimators (Yates and Grundy, 1953) are inadequate and can overestimate the variance significantly (Särndal et al., 1992). We propose a novel variance estimator which is less biased and that can be implemented with any given population order. We will justify this estimator theoretically and with a Monte Carlo simulation study.
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Published date: 2005
Keywords:
inclusion probabilities, ?-estimator, unequal probability sampling, weighted least squares
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Local EPrints ID: 34127
URI: http://eprints.soton.ac.uk/id/eprint/34127
ISSN: 0361-0926
PURE UUID: a7ecd2c3-2a98-474f-9896-c62e3e3d0c77
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Date deposited: 16 May 2006
Last modified: 16 Mar 2024 03:03
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