Variance estimation for the Current Employment Survey - ARCHIVED

Like most other surveys, non-response often occurs in the Current Employment Survey conducted monthly by the U.S. Bureau of Labor Statistics (BLS). In a given month, imputation using reported data from previous months generally provides more efficient survey estimators than ignoring non-respondents and adjusting survey weights. However, imputation also has an effect on variance estimation: treating imputed values as reported data and applying a standard variance estimation method lead to negatively biased variance estimators. In this article, we propose some variance estimators using the Grouped Balanced Half Sample method and re-imputation to take imputation into account. Some simulation results for the finite sample performance of the imputed survey estimators and their variance estimators are presented.