
A Note on the HartleyRao Variance Estimator Phillip S. Kott Abstract: The HartleyRao variance formula was designed to estimate the randomization variance of a HorvitzThompson estimator given a systematic probability proportional to size sample from a randomly ordered large population. Using an underappreciated formulation of this variance estimator, one can see that the HartleyRao variance estimator is unbiased under a model with a particular error structure given any sample. Moreover, even with a more general error structure, this variance estimator remains nearly model unbiased for a large sample and relatively larger population under mild conditions. A discussion follows concerning an extension of HartleyRao variance estimation to linear calibration estimators. Keywords: GoodmanKish design, Sampford design, finite population correction factor, relatively larger population, linear calibration estimator
