Department of Labor Logo United States Department of Labor
Dot gov

The .gov means it's official.
Federal government websites often end in .gov or .mil. Before sharing sensitive information, make sure you're on a federal government site.

Https

The site is secure.
The https:// ensures that you are connecting to the official website and that any information you provide is encrypted and transmitted securely.

Bureau of Labor Statistics > Office of Survey Methods and Research > Publications > Browse Research Papers

Calculating Generalized Variance Functions with a Single‐ Series Model in the Current Population Survey

Justin J. McIllece

Abstract

In the Current Population Survey (CPS), replication methods are used to calculate variances of survey estimates. Since these are often noisy, generalized variance functions (GVFs) are used to produce published estimates of variance that are more stable over time. Recently, the calculation of GVF model parameters has been reconfigured in the CPS. Rather than cluster series and create interdependencies among variance estimates, the parameters for each series are calculated individually, based only on their own histories. Instead of an iterative refitting, a single model is constructed for each historical series, smoothing out the noisiness of replicate variances while retaining seasonality. This paper details these changes to the GVF model framework and presents the resultant improvements in CPS published variance estimates.