Nonparametric Variance Estimation Under Fine Stratification: An Alternative to Collapsed Strata

F. Jay Breidt, Jean D. Opsomer and Ismael Sanchez-Borrego

Journal of the American Statistical Association, 2016, vol. 111, issue 514, 822-833

Abstract: Fine stratification is commonly used to control the distribution of a sample from a finite population and to improve the precision of resulting estimators. One-per-stratum designs represent the finest possible stratification and occur in practice, but designs with very low numbers of elements per stratum (say, two or three) are also common. The classical variance estimator in this context is the collapsed stratum estimator, which relies on creating larger “pseudo-strata” and computing the sum of the squared differences between estimated stratum totals across the pseudo-strata. We propose here a nonparametric alternative that replaces the pseudo-strata by kernel-weighted stratum neighborhoods and uses deviations from a fitted mean function to estimate the variance. We establish the asymptotic behavior of the kernel-based estimator and show its superior practical performance relative to the collapsed stratum variance estimator in a simulation study. An application to data from the U.S. Consumer Expenditure Survey illustrates the potential of the method in practice.

Date: 2016
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Citations: View citations in EconPapers (4)

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DOI: 10.1080/01621459.2015.1058264

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