Office of Survey Methods Research

Abstract

MoonJung Cho, John L. Eltinge, Julie Gershunskaya and Larry Huff "Properties of Smoothed Design-Based Variance Estimators from Complex Sample Surveys "

Due to relatively high levels of sampling variability, direct design-based variance estimators are often smoothed before publication. For example, some federal statistics programs publish the medians of a sequence of monthly direct variance estimates, or functions of these medians. The properties of these smoothed estimators depend on several underlying conditions, including sample size; effective degrees of freedom for the direct estimators; correlation of the direct estimators across months; and temporal patterns in the true variances. We compare and contrast these properties with the corresponding properties of generalized variance function (GVF) estimators.