Variance estimation for complex statistics and estimators: Linearization and residual techniques - ARCHIVED

Articles and reports: 12-001-X19990024882


Jean-Claude Deville shows how to use simple tools to calculate the variance of a complex estimator using a linearization technique. The process is that of a software used at INSEE for estimation of the variance of a complex estimator. It gives a way of computing the variance of a total estimated by the simple expansion estimator. In the case of a complex statistic, the process uses a derived variable that reduces the computations to those of the simple expansion estimator. Multiple examples are given to illustrate the process.

Issue Number: 1999002
Author(s): Deville, Jean-Claude

Main Product: Survey Methodology

FormatRelease dateMore information
PDFMarch 1, 2000