Introduction to Variance Estimation

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We live in the information age. Statistical surveys are used every day to determine or evaluate public policy and to make important business decisions. Correct methods for computing the precision of the survey data and for making inferences to the target population are absolutely essential to sound decision making. Now in its second edition, Introduction to Variance Estimation has for more than twenty years provided the definitive account of the theory and methods for correct precision calculations and inference, including examples of modern, complex surveys in which the methods have been used successfully.

The book provides instruction on the methods that are vital to data-driven decision making in business, government, and academe. It will appeal to survey statisticians and other scientists engaged in the planning and conduct of survey research, and to those analyzing survey data and charged with extracting compelling information from such data. It will appeal to graduate students and university faculty who are focused on the development of new theory and methods and on the evaluation of alternative methods. Software developers concerned with creating the computer tools necessary to enable sound decision-making will find it essential.

Prerequisites include knowledge of the theory and methods of mathematical statistics and graduate coursework in survey statistics. Practical experience with real surveys is a plus and may be traded off against a portion of the requirement for graduate coursework.

This second edition reflects shifts in the theory and practice of sample surveys that have occurred since the content of the first edition solidified in the early 1980’s. Additional replication type methods appeared during this period and have featured prominently journal publications. Reflecting these developments, the second edition now includes a new major chapter on the bootstrap method of variance estimation. This edition also includes extensive new material on Taylor series methods, especially as they apply to newer methods of analysis such as logistic regression or the generalized regression estimator. An introductory section on survey weighting has been added. Sections on Hadamard matrices and computer software have been substantially scaled back. Fresh material on these topics is now readily available on the Internet or from commercial sources.

Kirk Wolter is a Senior Fellow at NORC, Director of the Center for Excellence in Survey Research, and Professor in the Department of Statistics, University of Chicago. He is a Fellow of the American Statistical Association and a Member of the International Statistical Institute. He is a past president of the International Association of Survey Statisticians and a past chair of the Survey Research Methods Section of the American Statistical Association. During the last 35 years, he has participated in the planning, execution, and analysis of large-scale complex surveys and has provided instruction in survey statistics both in America and around the world.

Author(s): Kirk M. Wolter (auth.)
Series: Statistics for Social and Behavioral Sciences
Edition: 1
Publisher: Springer-Verlag New York
Year: 2007

Language: English
Pages: 450
Tags: Statistical Theory and Methods; Statistics for Social Science, Behavorial Science, Education, Public Policy, and Law; Marketing; Assessment, Testing and Evaluation; Ecotoxicology; Demography

Front Matter....Pages I-XIV
Introduction....Pages 1-20
The Method of Random Groups....Pages 21-106
Variance Estimation Based on Balanced Half-Samples....Pages 107-150
The Jackknife Method....Pages 151-193
The Bootstrap Method....Pages 194-225
Taylor Series Methods....Pages 226-271
Generalized Variance Functions....Pages 272-297
Variance Estimation for Systematic Sampling....Pages 298-353
Summary of Methods for Complex Surveys....Pages 354-366
Hadamard Matrices....Pages 367-368
Asymptotic Theory of Variance Estimators....Pages 369-383
Transformations....Pages 384-397
The Effect of Measurement Errors on Variance Estimation....Pages 398-409
Computer Software for Variance Estimation....Pages 410-415
The Effect of Imputation on Variance Estimation....Pages 416-431
Back Matter....Pages 433-448