Linearization variance estimators for model parameters from complex survey data
Taylor linearization is generally applicable to any sampling design, but it can lead to multiple variance estimators that are asymptotically design unbiased under repeated sampling. Demnati and Rao (2004) proposed a new approach to deriving Taylor linearization variance estimators that leads directly to a unique variance estimator that satisfies the above considerations for general designs.
| Format | Release date | More information |
|---|---|---|
| CD-ROM | March 2, 2007 | |
| March 2, 2007 |