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A jackknife variance estimator for unequal probability sampling

Berger, Yves G. and Skinner, Chris J. (2005) A jackknife variance estimator for unequal probability sampling Journal of the Royal Statistical Society: Series B (Statistical Methodology), 67, (1), pp. 79-89. (doi:10.1111/j.1467-9868.2005.00489.x).

Record type: Article

Abstract

The jackknife method is often used for variance estimation in sample surveys but has only been developed for a limited class of sampling designs.We propose a jackknife variance estimator which is defined for any without-replacement unequal probability sampling design. We demonstrate design consistency of this estimator for a broad class of point estimators. A Monte Carlo study shows how the proposed estimator may improve on existing estimators.

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Published date: 2005
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Keywords: inclusion probabilities, linearization, pseudovalues, smooth function of means, stratification

Identifiers

Local EPrints ID: 44058
URI: http://eprints.soton.ac.uk/id/eprint/44058
ISSN: 1369-7412
PURE UUID: 2fc201a5-66d8-4e1a-8c81-9cd5651f17fd

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Date deposited: 13 Feb 2007
Last modified: 17 Jul 2017 15:16

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Contributors

Author: Yves G. Berger
Author: Chris J. Skinner

University divisions

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