Optimal linear estimation in two-phase sampling
Section 8. Discussion
The described method of optimal and regression
estimation for two-phase sampling involves a single-step calibration of the
weights of the combined first-and-second phase samples. Thus, using a single
set of calibrated weights that incorporate all the available information from
the two phases, a substantially improved estimate of the total of a target
variable can be obtained, as shown by the simulation study. These weights could
be used to calculate other weighted statistics, including means, ratios, quantiles
and regression coefficients. The framework of the method is general enough to
encompass complex designs with multiple stages and different stratification at
the two phases, as well as various types of auxiliary variables known at the
population or sample level ‒ ten different cases of auxiliary information
are identified in Estevao and Särndal (2002). Furthermore, the method may be
extended to multi-phase sampling designs through the appropriate calibration
setup.
Estimation of a total for any domain (subpopulation) of
interest, can be carried out readily using the
calibrated weights and summing the weighted sample values of the variable of
interest over For the resulting domain estimator to be
optimal linear estimator, the domain estimates of and need to be combined linearly, by carrying out
optimal calibration at the domain level with domain calibration totals and with
the appropriate modification of the matrix A number of calibration options, regarding the
use of the available auxiliary information at the population, domain and
two-phase sample levels, could be considered for the most efficient estimation
of domain totals in any particular application. Related work in Merkouris
(2010) would be helpful in this context.
The estimated approximate variances of the two-phase
optimal estimator and the two-phase regression estimator, based on Taylor linearization,
were given in Sections 4.1 and Section 5, respectively. For the
two-phase regression estimator, replication methods of variance estimation,
such as the jackknife method or the bootstrap method, could be alternatively
applied, or would be the only option when first-phase or second-phase joint inclusion
probabilities are not known. There is extensive literature on such replication
methods for existing regression estimators in two-phase sampling. The
single-step calibration feature of the proposed regression estimation method
may be helpful in this direction; detailed study of this is beyond the scope of
this paper.
Appendix
Proof of Lemma 1
The symmetric matrix has the form of (3.8) but with as off-diagonal block. The element of the matrix is
The element
of the matrix is
where and denote expectation under first and second
phase of sampling, respectively. Using similar arguments it follows that the element of the matrix is
This shows that and thus which completes the proof.
Proof of Theorem 1
Matrix is nonsingular if and only if is nonsingular. This follows from a general
result on inverses of partitioned matrices (see Harville, 2008, page 98).
But because and therefore is nonsingular, being a variance-covariance
matrix. Next, to find the vector that minimizes subject to the constraints
consider the function
where is a vector of Langrange multipliers. We then
get the system of equations
Multiplying the first equation by
using
and solving for gives
Inserting this into the first equation and
solving for gives
Proof of Proposition 1
Clearly, the coefficients of in (3.14) and (6.2) are identical if Next, using the partition the coefficient of in (6.2) is expressed as follows. First we
obtain
where are derived by algebra of inverses of
partitioned matrices. In particular,
and
Then,
where
It is then easy to verify that if we have
and It follows that
and thus the coefficients of in (3.14) and (6.2) are also identical.
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