A new replicate variance estimator for unequal probability sampling without replacement

被引:2
|
作者
Escobar, Emilio L. [1 ]
Berger, Yves G. [2 ]
机构
[1] ITAM, Dept Stat, Mexico City, DF, Mexico
[2] Univ Southampton, Southampton Stat Sci Res Inst, Southampton, Hants, England
来源
CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE | 2013年 / 41卷 / 03期
关键词
Gateaux derivative; jackknife; pseudo-value; stratification; Taylor linearization; JACKKNIFE; LINEARIZATION; BOOTSTRAP; BIAS;
D O I
10.1002/cjs.11187
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We propose a new replicate variance estimator suitable for differentiable functions of estimated totals. The proposed variance estimator is defined for any unequal-probability without-replacement sampling design, it naturally includes finite population corrections and it allows two-stage sampling. We show its design-consistency and its close relationship with linearization variance estimators. When estimating a total, the proposed estimator reduces to the Horvitz-Thompson variance estimator. Simulations suggest that the proposed variance estimator is more stable than its replicate competitors. The Canadian Journal of Statistics 41: 508-524; 2013 (c) 2013 Statistical Society of Canada
引用
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页码:508 / 524
页数:17
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