Variance Estimation


The SURVEYMEANS, SURVEYFREQ, SURVEYREG, and SURVEYLOGISTIC procedures use the Taylor expansion method to estimate sampling errors of estimators based on complex sample designs. This method is appropriate for all designs where the first-stage sample is selected with replacement, or where the first-stage sampling fraction is small, as it often is in practice. The Taylor expansion method obtains a linear approximation for the estimator and then uses the variance estimate for this approximation to estimate the variance of the estimate itself (Fuller 1975, Woodruff 1971). When there are clusters, or primary sampling units (PSUs), in the sample design, the procedures estimate the variance from the variation among the PSUs. When the design is stratified, the procedures pool stratum variance estimates to compute the overall variance estimate.

For a multistage sample design, the variance estimation method depends only on the first stage of the sample design. So, the required input includes only first-stage cluster (PSU) and first-stage stratum identification. You do not need to input design information about any additional stages of sampling.

For more information on variance estimation for sample survey data, refer to Lohr (1999), S arndal, Swenson, and Wretman (1992), Lee, Forthoffer, and Lorimor (1989), Wolter (1985), Cochran (1977), Kish (1965), and Hansen, Hurwitz, and Madow (1953).

In addition to the traditional Taylor expansion method, other methods for variance estimation for survey data include balanced repeated replication and jackknife repeated replication. These methods usually give similar, satisfactory results (S rndal, Swenson, and Wretman 1992; Wolter 1985); the SURVEYMEANS, SURVEYFREQ, SURVEYREG, and SURVEYLOGISTIC procedures currently provide only the Taylor expansion method.

See Chapter 70, The SURVEYMEANS Procedure, Chapter 68, The SURVEYFREQ Procedure, Chapter 71, The SURVEYREG Procedure, and Chapter 69, The SURVEYLOGISTIC Procedure, for complete details.




SAS.STAT 9.1 Users Guide (Vol. 1)
SAS/STAT 9.1 Users Guide, Volumes 1-7
ISBN: 1590472438
EAN: 2147483647
Year: 2004
Pages: 156

flylib.com © 2008-2017.
If you may any questions please contact us: flylib@qtcs.net