Université de Neuchâtel

Variance approximation under balanced sampling

Deville, Jean-Claude ; Tillé, Yves

In: Journal of Statistical Planning and Inference, 2005, vol. 128, no. 2, p. 569-591

A balanced sampling design has the interesting property that Horvitz–Thompson estimators of totals for a set of balancing variables are equal to the totals we want to estimate, therefore the variance of Horvitz–Thompson estimators of variables of interest are reduced in function of their correlations with the balancing variables. Since it is hard to derive an analytic expression for the joint...