An official website of the United States government
United States Department of Labor
United States Department of Labor
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.
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.
Office of Survey Methods Research
SHARE ON:
More Information
Published Year: 2019
Survey/Program(s): Current Employment Statistics
Catalog: Statistical Survey Paper
Download PDF
Bayesian Nonparametric Joint Model for Point Estimates and Variances
Abstract
We propose a joint model for point estimates and their variances when observed variances may
contain bias. The bias in variances for groups of domains may be induced by an estimation procedure, such
the weight smoothing procedure of Beaumont (2008) to compute a domain point estimator. While the
weight-smoothed point estimator is more efficient than the original weighted survey estimator, its variance
estimation procedure requires truncations that induces bias in the domain variance estimator. The proposed
formulation generalizes the joint point estimator and variance models to explicitly parameterize a
multiplicative bias in observed variances under a nonparametric formulation that allows the data to discover distinct bias regimes. As a consequence of the better variance estimation, domain point estimates are more robustly estimated under a joint model for the domain point estimates and their associated variances. We compare the performances of alternative models in application to estimates from the Current EmploymentStatistics survey and in simulations.