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Abstract
Journal of Official Statistics, Vol.21, No.3, 2005. pp. 433439

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A Note on the Hartley-Rao Variance Estimator

Abstract:
The Hartley-Rao variance formula was designed to estimate the randomization variance of a Horvitz-Thompson 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 Hartley-Rao 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 Hartley-Rao variance estimation to linear calibration estimators.

Keywords:
Goodman-Kish design, Sampford design, finite population correction factor, relatively larger population, linear calibration estimator

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