Inference for two-stage sampling designs

• 成果类型: Article
• 署名作者: Chauvet, Guillaume; Vallee, Audrey-Anne
• 署名单位: Laval University
• 刊物名称: JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY
• ISSN/ISSBN: 1369-7412
• DOI: 10.1111/rssb.12368
• 发表日期: 2020
• 页码: 797-815
• 关键词: variance-estimation; probabilities; stratification; replacement

摘要

Two-stage sampling designs are commonly used for household and health surveys. To produce reliable estimators with associated confidence intervals, some basic statistical properties like consistency and asymptotic normality of the Horvitz-Thompson estimator are desirable, along with the consistency of associated variance estimators. These properties have been mainly studied for single-stage sampling designs. In this work, we prove the consistency of the Horvitz-Thompson estimator and of associated variance estimators for a general class of two-stage sampling designs, under mild assumptions. We also study two-stage sampling with a large entropy sampling design at the first stage and prove that the Horvitz-Thompson estimator is asymptotically normally distributed through a coupling argument. When the first-stage sampling fraction is negligible, simplified variance estimators which do not require estimating the variance within the primary sampling units are proposed and shown to be consistent. An application to a panel for urban policy, which is the initial motivation for this work, is also presented.