On combining independent probability samples
Section 5. Discussion

The simulation examples in the previous section are only intended to demonstrate the different approaches and we make no claim of the generality of the result. However, we find it very likely that using pooled variance estimators is better than using separate variance estimators in a linear combination estimator, especially in cases where the separate total estimators are highly correlated to their variance estimators.

We have presented in detail how to combine independent probability samples and derived corresponding design features needed to do unbiased estimation and variance estimation. The danger of using the combined sample approach for very different designs has been illustrated. Moreover, we have shown that there is often a risk for a strong positive correlation between the HT estimator and its variance estimator. Such dependence can be a source for bias if estimated variances are used in a linear combination. Thus, as an alternative approach, we have shown how to use the combined sample to estimate separate variances. This alternative approach can lead to more stable weights in a linear combination of separate estimators, and has potential to reduce both bias and variance.

There are of course limitations to when this methodology can be applied due to our assumption of fully known designs and use of the same frame with identifiable units. Sensitivity for deviations from some of these assumptions, such as having unidentifiable units or using approximate second order inclusion probabilities, needs further investigation.

In particular, knowledge of this methodology is important if an initial sampling effort was proven insufficient. Such situations are common in e.g., environmental monitoring (Christensen and Ringvall, 2013). Then a complementary sample may be designed in such a way that it allows for a combination with improved efficiency.

Acknowledgements

We thank an anonymous reviewer and an associate editor for helpful comments that improved the paper. This work was funded by the Swedish Science Council grant 340-2013-5076.

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