Conservative variance estimation for sampling designs with zero pairwise inclusion probabilities

Peter M. Aronow, Cyrus Samii

    Research output: Contribution to journalArticle

    Abstract

    We consider conservative variance estimation for the Horvitz-Thompson estimator of a population total in sampling designs with zero pairwise inclusion probabilities, known as "non-measurable" designs. We decompose the standard Horvitz-Thompson variance estimator under such designs and characterize the bias precisely. We develop a bias correction that is guaranteed to be weakly conservative (nonnegatively biased) regardless of the nature of the non-measurability. The analysis sheds light on conditions under which the standard Horvitz-Thompson variance estimator performs well despite non-measurability and where the conservative bias correction may outperform commonly-used approximations.

    Original languageEnglish (US)
    Pages (from-to)231-241
    Number of pages11
    JournalSurvey Methodology
    Volume39
    Issue number1
    Publication statusPublished - 2012

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    Keywords

    • Horvitz-Thompson estimation
    • Non-measurable designs
    • Variance estimation

    ASJC Scopus subject areas

    • Modeling and Simulation
    • Statistics and Probability

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