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Office of Survey Methods Research
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Published Year: 2012
Survey/Program(s): General Methodology
Catalog: Statistical Survey Paper
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Properties of Smoothed Design‐Based Variance Estimators from Complex Sample Surveys
Abstract
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.