Estimating variance components by using survey data

Edward L. Korn and Barry I. Graubard

Journal of the Royal Statistical Society Series B, 2003, vol. 65, issue 1, 175-190

Abstract: Summary. Inflation‐type weighted estimators for variance components can be badly biased. Modified weighted estimators suggested in the literature are also badly biased for certain sampling designs. We propose new estimators for variance components, some of which are approximately unbiased regardless of the sampling design. These estimators require knowledge of the joint inclusion probabilities of the observations. The small sample properties of the estimators are studied via simulation for the simple one‐way random‐effects model. An application is given by using data from the US Hispanic Health and Nutrition Examination Survey.

Date: 2003
References: View complete reference list from CitEc
Citations: View citations in EconPapers (5)

Downloads: (external link)
https://doi.org/10.1111/1467-9868.00379

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:bla:jorssb:v:65:y:2003:i:1:p:175-190

Ordering information: This journal article can be ordered from
http://ordering.onli ... 1111/(ISSN)1467-9868

Access Statistics for this article

Journal of the Royal Statistical Society Series B is currently edited by P. Fryzlewicz and I. Van Keilegom

More articles in Journal of the Royal Statistical Society Series B from Royal Statistical Society Contact information at EDIRC.
Bibliographic data for series maintained by Wiley Content Delivery ().