Professional Documents
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Model Assisted Survey Sampling
Model Assisted Survey Sampling
Jan Wretman
Bengt Swensson
Model Assisted
Survey Sampling
Springer
Contents
Preface
PARTI
Principles of Estimation for Finite Populations and Important
Sampling Designs
CHAPTER 1
Survey Sampling in Theory and Practice
1.1
1.2
1.3
1.4
1.5
1.6
1.7
1.8
1.9
1.10
Surveys in Society
Skeleton Outline of a Survey
Probability Sampling
Sampling Frame
Area Frames and Similar Devices
Target Population and Frame Population
Survey Operations and Associated Sources of Error
Planning a Survey and the Need for Total Survey Design
Total Survey Design
The Role of Statistical Theory in Survey Sampling
Exercises
3
3
4
8
9
12
13
14
17
19
20
22
CHAPTER 2
Basic Ideas in Estimation from Probability Samples
24
2.1
2.2
2.3
2.4
2.5
2.6
2.7
24
24
27
30
33
36
38
Introduction
Population, Sample, and Sample Selection
Sampling Design
Inclusion Probabilities
The Notion of a Statistic
The Sample Membership Indicators
Estimators and Their Basic Statistical Properties
ix
x
2.8
2.9
2.10
2.11
Contents
The n Estimator and Its Properties
With-Replacement Sampling
The Design Effect
Confidence Intervals
Exercises
CHAPTER 3
Unbiased Estimation for Element Sampling Designs
3.1 Introduction
3.2 Bernoulli Sampling
3.3 Simple Random Sampling
3.3.1 Simple Random Sampling without Replacement
3.3.2 Simple Random Sampling with Replacement
3.4 Systematic Sampling
3.4.1 Definitions and Main Result
3.4.2 Controlling the Sample Size
3.4.3 The Efficiency of Systematic Sampling
3.4.4 Estimating the Variance
3.5 Poisson Sampling
3.6 Probability Proportional-to-Size Sampling
3.6.1 Introduction
3.6.2 nps Sampling
3.6.3 pps Sampling
3.6.4 Selection from Randomly Formed Groups
3.7 Stratified Sampling
3.7.1 Introduction
3.7.2 Notation, Definitions, and Estimation
3.7.3 Optimum Sample Allocation
3.7.4 Alternative Allocations under STSI Sampling
3.8 Sampling without Replacement versus Sampling with Replacement
3.8.1 Alternative Estimators for Simple Random Sampling with
Replacement
3.8.2 The Design Effect of Simple Random Sampling with Replacement
Exercises
CHAPTER 4
Unbiased Estimation for Cluster Sampling and Sampling in Two
' o r More Stages
4.1 Introduction
4.2 Single-Stage Cluster Sampling
4.2.1 Introduction
4.2.2 Simple Random Cluster Sampling
4.3 Two-Stage Sampling
4.3.1 Introduction
4.3.2 Two-Stage Element Sampling
4.4 Multistage Sampling
4.4.1 Introduction and a General Result
4.4.2 Three-Stage Element Sampling
4.5 With-Replacement Sampling of PSUs
42
48
53
55
58
61
61
62
66
66
72
73
73
76
78
83
85
87
87
90
97
99
100
100
101
104
106
110
110
112
114
124
124
126
126
129
133
133
135
144
144
146
150
Contents
xi
153
154
CHAPTER 5
162
5.1
5.2
5.3
5.4
5.5
5.6
5.7
5.8
5.9
5.10
162
163
166
169
172
176
181
184
186
190
190
192
197
205
207
Introduction
The Effect of Bias on Confidence Statements
Consistency and Asymptotic Unbiasedness
n Estimators for Several Variables of Study
The Taylor Linearization Technique for Variance Estimation
Estimation of a Ratio
Estimation of a Population Mean
Estimation of a Domain Mean
Estimation of Variances and Covariances in a Finite Population
Estimation of Regression Coefficients
5.10.1 The Parameters of Interest
5.10.2 Estimation of the Regression Coefficients
5.11 Estimation of a Population Median
5.12 Demonstration of Result 5.10.1 ^
Exercises
PART II
Estimation through Linear Modeling, Using Auxiliary Variables
CHAPTER 6
The Regression Estimator
6.1
6.2
6.3
6.4
6.5
6.6
6.7
6.8
Introduction
Auxiliary Variables
The Difference Estimator
Introducing the Regression Estimator
Alternative Expressions for the Regression Estimator
The Variance of the Regression Estimator
Comments on the Role of the Model
Optimal Coefficients for the Difference Estimator
Exercises
219
219
219
221
225
230
234
238
239
242
CHAPTER 7
Regression Estimators for Element Sampling Designs
245
7.1 Introduction
7.2 Preliminary Considerations
7.3 The Common Ratio Model and the Ratio Estimator
7.3.1 The Ratio Estimator under SI Sampling
7.3.2 The Ratio Estimator under Other Designs
7.3.3 Optimal Sampling Design for the n Weighted Ratio Estimator
7.3.4 Alternative Ratio Models
7.4 The Common Mean Model
7.5 Models Involving Population Groups
7.6 The Group Mean Model and the Poststratified Estimator
7.7 The Group Ratio Model and the Separate Ratio Estimator
245
245
247
249
252
253
255
258
260
264
269
Contents
7.8
7.9
7.10
7.11
7.12
7.13
272
275
276
281
283
284
287
289
291
294
297
CHAPTER 8
Introduction
^
The Nature of the Auxiliary Information When Clusters of Elements
Are Selected
Comments on Variance and Variance Estimation in Two-Stage
Sampling
Regression Estimators Arising Out of Modeling at the Cluster Level
The Common Ratio Model for Cluster Totals
Estimation of the Population Mean When Clusters Are Sampled
Design Effects for Single-Stage Cluster Sampling
Stratified Clusters and Poststratified Clusters
Regression Estimators Arising Out of Modeling at the Element Level
Ratio Models for Elements
The Group Ratio Model for Elements
The Ratio Model Applied within a Single PSU
Exercises
303
304
307
308
312
314
315
319
322
327
330
332
333
PART III
Further Questions in Design and Analysis of Surveys
CHAPTER 9
Two-Phase Sampling
9.1
' 9.2
9.3
9.4
9.5
9.6
9.7
9.8
9.9
Introduction
Notation and Choice of Estimator
The 7i* Estimator
,
Two-Phase Sampling for Stratification
Auxiliary Variables for Selection in Two Phases
Difference Estimators
Regression Estimators for Two-Phase Sampling
Stratified Bernoulli Sampling in Phase Two
Sampling on Two Occasions
9.9.1 Estimating the Current Total
9.9.2 Estimating the Previous Total
9.9.3 Estimating the Absolute Change and the Sum of the Totals
Exercises
343
343
345
347
350
354
356
359
366
368
370
376
377
379
Contents
xiii
CHAPTER 10
Estimation for D o m a i n s
386
10.1
10.2
10.3
10.4
10.5
10.6
10.7
10.8
10.9
Introduction
The Background for Domain Estimation
The Basic Estimation Methods for Domains
Conditioning on the Domain Sample Size
Regression Estimators for Domains
A Ratio Model for Each Domain
Group Models for Domains
Problems Arising for Small Domains; Synthetic Estimation
More on the Comparison of Two Domains
Exercises
CHAPTER 11
Variance Estimation
386
387
390
396
397
403
405
408
412
413
418
11.1 Introduction
11.2 A Simplified Variance Estimator under Sampling without Replacement
11.3 The Random Groups Technique
11.3.1 Independent Random Groups
11.3.2 Dependent Random Groups
11.4 Balanced Half-Samples
11.5 The Jackknife Technique
11.6 The Bootstrap
11.7 Concluding Remarks
Exercises
418
421
423
423
426
430
437
442
444
445
CHAPTER 12
Searching for Optimal Sampling Designs
447
12.1
12.2
12.3
12.4
12.5
12.6
12.7
12.8
Introduction
Model-Based Optimal Design for the General Regression Estimator
Model-Based Optimal Design for the Group Mean Model
Model-Based Stratified Sampling
Applications of Model-Based Stratification
Other Approaches to Efficient Stratification
Allocation Problems in Stratified Random Sampling
Allocation Problems in Two-Stage Sampling
12.8.1 The n Estimator of the Population Total
12.8.2 Estimation of the Population Mean
12.9 Allocation in Two-Phase Sampling for Stratification
12.10 A Further Comment on Mathematical Programming
12.11 Sampling Design and Experimental Design
Exercises
447
448
455
456
461
462
465
471
471
475
478
480
481
481
CHAPTER 13
Further Statistical Techniques for Survey D a t a
485
13.1 Introduction
13.2 Finite Population Parameters in Multivariate Regression and
Correlation Analysis
485
486
xiv
Contents
491
494
500
500
507
510
513
520
PART IV
525
14.1 Introduction
14.2 Historic Notes: The Evolution of the Probability Sampling Approach
14.3 Measurable Sampling Designs
14.4 Some Nonprobability Sampling Methods
14.5 Model-Based Inference from Survey Samples
14.6 Imperfections in the Survey Operations
14.6.1 Ideal Conditions for the Probability Sampling Approach
14.6.2 Extension of the Probability Sampling Approach
14.7 Sampling Frames
14.7.1 Frame Imperfections
14.7.2 Estimation in the Presence of Frame Imperfections
14.7.3 Multiple Frames
14.7.4 Frame Construction and Maintenance
14.8 Measurement and Data Collection
14.9 Data Processing
14.10 Nonresponse
Exercises
525
525
527
529
533
537
537
538
540
540
543
545
545
546
548
551
553
CHAPTER 15
Nonresponse
556
15.1 Introduction
15.2 Characteristics of Nonresponse
15.2.1 Definition of Nonresponse
15.2.2 Response Sets
15.2.3 Lack of Unbiased Estimators
15.3 Measuring Nonresponse
15.4 Dealing with Nonresponse
15.4.1 Planning of the Survey
15.4.2 Callbacks and Follow-Ups
15.4.3 Subsampling of Nonrespondents
15.4.4 Randomized Response
15.5 Perspectives on Nonresponse
15.6 Estimation in the Presence of Unit Nonresponse
15.6.1 Response Modeling
556
556
556
557
558
559
563
564
564
566
570
573
575
575
Contents
xv
577
580
583
589
595
CHAPTER 16
Measurement Errors
601
16.1
16.2
16.3
16.4
16.5
16.6
16.7
16.8
16.9
16.10
16.11
Introduction
On the Nature of Measurement Errors
The Simple Measurement Model
Decomposition of the Mean Square Error
.
^
The Risk of Underestimating the Total Variance
Repeated Measurements as a Tool in Variance Estimation
Measurement Models Taking Interviewer Effects into Account
Deterministic Assignment of Interviewers
Random Assignment of Interviewers to Groups
Interpenetrating Subsamples
A Measurement Model with Sample-Dependent Moments
Exercises
CHAPTER 17
Quality Declarations for Survey D a t a
17.1 Introduction
17.2 Policies Concerning Information on Data Quality
17.3 Statistics Canada's Policy on Informing Users of Data Quality and
Methodology
Exercise
601
602
605
608
612
614
617
618
622
627
630
634
637
637
638
641
648
APPENDIX A
Principles of N o t a t i o n
649
APPENDIX B
The MU284 Population
652
APPENDIX C
The Clustered M U 2 8 4 Population
660
APPENDIX D
662
References
Answers to Selected Exercises
Author Index
666
680
684
Subject Index
688