Variance Estimation for Price Indexes from a Two-Stage Sample with Rotating Panels

Richard Valliant

Journal of Business & Economic Statistics, 1991, vol. 9, issue 4, 409-22

Abstract: Price index estimation is often based on complex rotating panel surveys. At each period, a time series of data is available for use in estimation. This paper examines how best to combine data for estimation of long-term and short-term changes and how to estimate the variances of the estimators in the context of two-stage sampling. Linearization estimators of variance for indexes of long- and short-term change are derived. The theory is supported by a simulation study using two-stage sampling of establishments and items from a population derived from U.S. Bureau of Labor Statistics' data.

Date: 1991
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Persistent link: https://EconPapers.repec.org/RePEc:bes:jnlbes:v:9:y:1991:i:4:p:409-22

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