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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. ISSN 1369-7412

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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.

Item Type: Article
Official URL: http://www.blackwellpublishing.com/journal.asp?ref...
Additional Information: © 2005 Wiley-Blackwell
Library of Congress subject classification: H Social Sciences > HA Statistics
Sets: Departments > Statistics
Rights: http://www.lse.ac.uk/library/usingTheLibrary/academicSupport/OA/depositYourResearch.aspx
Date Deposited: 28 Oct 2011 12:34
URL: http://eprints.lse.ac.uk/39099/

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