Multivariate Stratified Sampling by Optimization

John M. Mulvey
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John M. Mulvey: Princeton University

Management Science, 1983, vol. 29, issue 6, 715-724

Abstract: An important, recurring problem in statistics involves the determination of strata boundaries for use in stratified sampling. This paper describes a practical method for stratifying a population of observations based on optimal cluster analysis. The goal of stratification is constructing a partition such that observations within a stratum are homogeneous as defined by within-cluster variances for attributes that are deemed important, while observations between strata are heterogeneous. The problem is defined as a deterministic optimization model with integer variables and is solved by means of a subgradient method. Computational tests with several examples show that the within-strata variances and thus the accompanying standard errors can be substantially reduced. Since the proposed model strives to minimize standard error, it is applicable to situations where a precise sample is essential, for example, microeconomic simulation studies.

Keywords: statistics: sampling; statistics: cluster analysis; programming: integer algorithms; subgradient optimization (search for similar items in EconPapers)
Date: 1983
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