make_ppswor_approx_matrix: Create a quadratic form's matrix to represent a variance...

In svrep: Tools for Creating, Updating, and Analyzing Survey Replicate Weights

Create a quadratic form's matrix to represent a variance estimator for PPSWOR designs, based on commonly-used approximations

Description

Several variance estimators for designs that use unequal probability sampling without replacement (i.e., PPSWOR), variance estimation tends to be more accurate when using an approximation estimator that uses the first-order inclusion probabilities (i.e., the basic sampling weights) and ignores the joint inclusion probabilities. This function returns the matrix of the quadratic form used to represent such variance estimators.

Usage

make_ppswor_approx_matrix(probs, method = "Deville-1")

Arguments

probs	A vector of first-order inclusion probabilities
method	A string specifying the approximation method to use. See the "Details" section below. Options include: "Deville-1" "Deville-2"

Details

These variance estimators have been shown to be effective for designs that use a fixed sample size with a high-entropy sampling method. This includes most PPSWOR sampling methods, but unequal-probability systematic sampling is an important exception.

These variance estimators generally take the following form:

\hat{v}(\hat{Y}) = \sum_{i=1}^{n} c_i (\breve{y}_i - \frac{1}{\sum_{i=k}^{n}c_k}\sum_{k=1}^{n}c_k \breve{y}_k)^2

where \breve{y}_i = y_i/\pi_i is the weighted value of the the variable of interest, and c_i are constants that depend on the approximation method used.

The matrix of the quadratic form, denoted \Sigma, has its ij-th entry defined as follows:

\sigma_{ii} = c_i (1 - \frac{c_i}{\sum_{k=1}^{n}c_k}) \textit{ when } i = j \\ \sigma_{ij}=\frac{-c_i c_j}{\sum_{k=1}^{n}c_k} \textit{ when } i \neq j \\

When \pi_{i} = 1 for every unit, then \sigma_{ij}=0 for all i,j. If there is only one sampling unit, then \sigma_{11}=0; that is, the unit is treated as if it was sampled with certainty.

The constants c_i are defined for each approximation method as follows, with the names taken directly from Matei and Tillé (2005).

• "Deville-1":

  c_i=\left(1-\pi_i\right) \frac{n}{n-1}

• "Deville-2":

  c_i = (1-\pi_i) \left[1 - \sum_{k=1}^{n} \left(\frac{1-\pi_k}{\sum_{k=1}^{n}(1-\pi_k)}\right)^2 \right]^{-1}

Both of the approximations "Deville-1" and "Deville-2" were shown in the simulation studies of Matei and Tillé (2005) to perform much better in terms of MSE compared to the strictly-unbiased Horvitz-Thompson and Yates-Grundy variance estimators. In the case of simple random sampling without replacement (SRSWOR), these estimators are identical to the usual Horvitz-Thompson variance estimator.

Value

A symmetric matrix whose dimension matches the length of probs.

References

Matei, Alina, and Yves Tillé. 2005. “Evaluation of Variance Approximations and Estimators in Maximum Entropy Sampling with Unequal Probability and Fixed Sample Size.” Journal of Official Statistics 21(4):543–70.

svrep documentation built on May 29, 2024, 2:21 a.m.