Conservative variance estimation for sampling designs with zero pairwise inclusion probabilities - ARCHIVED

We consider conservative variance estimation for the Horvitz-Thompson estimator of a population total in sampling designs with zero pairwise inclusion probabilities, known as "non-measurable" designs. We decompose the standard Horvitz-Thompson variance estimator under such designs and characterize the bias precisely. We develop a bias correction that is guaranteed to be weakly conservative (nonnegatively biased) regardless of the nature of the non-measurability. The analysis sheds light on conditions under which the standard Horvitz-Thompson variance estimator performs well despite non-measurability and where the conservative bias correction may outperform commonly-used approximations.