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A jackknife variance estimator for unequal probability sampling

Yves G. Berger and Chris J. Skinner

Journal of the Royal Statistical Society Series B, 2005, vol. 67, issue 1, 79-89

Abstract: Summary. 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.

Date: 2005
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Citations: View citations in EconPapers (2)

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https://doi.org/10.1111/j.1467-9868.2005.00489.x

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