Campus Units

Statistics

Document Type

Article

Publication Version

Published Version

Publication Date

6-2013

Journal or Book Title

Survey Methodology

Volume

39

Issue

1

First Page

91

Last Page

120

Abstract

It is routine practice for survey organizations to provide replication weights as part of survey data files. These replication weights are meant to produce valid and efficient variance estimates for a variety of estimators in a simple and systematic manner. Most existing methods for constructing replication weights, however, are only valid for specific sampling designs and typically require a very large number of replicates. In this paper we first show how to produce replication weights based on the method outlined in Fay (1984) such that the resulting replication variance estimator is algebraically equivalent to the fully efficient linearization variance estimator for any given sampling design. We then propose a novel weight-calibration method to simultaneously achieve efficiency and sparsity in the sense that a small number of sets of replication weights can produce valid and efficient replication variance estimators for key population parameters. Our proposed method can be used in conjunction with existing resampling techniques for large-scale complex surveys. Validity of the proposed methods and extensions to some balanced sampling designs are also discussed. Simulation results showed that our proposed variance estimators perform very well in tracking coverage probabilities of confidence intervals. Our proposed strategies will likely have impact on how public-use survey data files are produced and how these data sets are analyzed.

Comments

This article is published as Kim, J.K. and Wu, C. (2013). “Sparse and efficient replication variance estimation for complex surveys," Survey Methodology 39, 91-120. Posted with permission.

Rights

Source: Statistics Canada; Survey Methodology; June 2013. Reproduced and distributed on an "as is" basis with the permission of Statistics Canada.

Copyright Owner

Minister of Industry

Language

en

File Format

application/pdf

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