PPSWR - Survey Sampling Techniques - Lecture Slides, Slides of Survey Sampling Techniques

Survey Sampling Techniques course is one of important courses in Statisitics. Major poiuts of this course are: probability sampling, confidence intervals, Two-stage cluster sampling, Two-stage cluster sampling, estimation for mean, choosing strata, allocation across strata, ratio estimation, domain estimation, Two-stage cluster sampling. Keywords in these slides are: Ppswr, Probability, Auxiliary Information, Illustrate Underlying Concepts, Inclusion Probability, Srswr, Without Replacement, Pro

Typology: Slides

2012/2013

Uploaded on 08/30/2013

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New basic design:
PPSWR
Basic designs we have already covered:
SRS, SYS
We will now select a SU with probability
proportional to a size measure (PPS)
Uses auxiliary information in the design and
estimator
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New basic design:

PPSWR

  • Basic designs we have already covered:

SRS, SYS

  • We will now select a SU with probability

proportional to a size measure (PPS)

  • Uses auxiliary information in the design and estimator

PPS Overview

  • Discuss how PPS works
    • We use a measure of importance in defining each SU’s selection probability
    • Example with n = 1 sample of grocery stores to illustrate underlying concepts
  • Move on to PPS estimators for general sample

of n SUs selected from N SUs in the frame

Selection probability for a single draw

  • i = probability of selecting SU i for a single draw
    • This is NOT an inclusion probability, which identifies inclusion in the whole sample
  • Under WR, selection probability is the same for each draw - Set of SUs is same after each draw because the selected unit is always returned to the frame
  • Selection probability for a single draw is the critical concept for weighting in a PPS sample

Example: SRSWR

  • Selection probability for a single draw
    • Draw 1:
    • Draw 2:

i N  ^1

i N  ^1

Example: SRSWOR

  • Selection probability for a single draw
    • Draw 1:
    • Draw 2:
  • Inclusion probability = probability SU i is

included in the sample of n SUs

i N  ^1

1

1 i  N 

N

n  i 

Compare to without replacement (WOR) sampling

  • Selection probability changes with each draw under WOR sampling - This is because the set of SUs to select from changes after each draw
  • In WOR samples with 100% response rate, inclusion probability is the important concept in weighting - Weight is inverse of inclusion probability -  i = probability of SU i being included in the sample

PPS sampling

  • Use a size (or importance) measure to determine selection probability - Size measure = xi
  • Selection probability for SU i (  i ) is proportional to size measure xi
  • Sampling frame must include size measure for each and every SU in the population

x

i N i

i

i i t

x

x

 x^ 

 1

Grocery store example

  • Population
    • N = 4 grocery stores in a town
  • Survey objective
    • Estimate total sales last month, ty
    • Response variable (characteristic of interest)
      • yi = total sales (in $1000) during the prior month for store i

Grocery store example

  • Selection probabilities (p. 182)

x

i N i

i

i i t

x

x

 x^ 

 1

i xi

tx docsity.com

Grocery store example

  • To implement PPS, use a selection method that gives appropriate selection probability to each SU
  • Simple method: put 16 chips into a bowl
    • 1 chip with an A marked on it 2 chips with B 3 chips with C 10 chips with D
    • Draw one chip, record sampled unit
    • If n > 1, then return sampled unit to hat and draw again …

Grocery store example

  • From Lohr: t = 300 (or $300,000)
  • Suppose store C is selected
    • Then estimated total sales is $128,

Store^ i

yi ($1000) (^) ($1000) A 1/16 11 176 B 2/16 20 160 C 3/16 24 128 D 10/16 245 392

t ˆ ^  yi /  i

Recall sampling distribution

Distribution of ESTIMATOR across all possible samples selected using a DESIGN

  • List all possible samples under DESIGN
  • List each sample’s probability of being selected under DESIGN
  • Calculate the estimate for each sample using ESTIMATOR
  • Sampling distribution mean (expected value) = weighted mean of estimates over all possible samples, using probability that sample is selected as weight
  • Sample distribution variance (expected value of deviations from sampling distribution mean)

Grocery store example

  • There are 4 possible PPSWR samples of size n = 1 from N = 4 stores
  • Estimates of t using for each sample:

k

Sample set Ak i

P{Ak} = i^ yi 1 {A} A 1/16 11 176 2 {B} B 2/16 20 160 3 {C} C 3/16 24 128 4 {D} D 10/16 245 392

t ˆ ^  yi /  i

t ˆ

Grocery store example

  • Sampling distribution mean (or expected

value) of PPSWR estimator

  • Is unbiased?

300 thousanddollars 16

4800

( 392 ) 16

( 128 )^10 16

( 160 )^3 16

( 176 )^2 16

1

(ˆ ) ( )^ ˆ

4 1

 

   

kk^ k

E tP A t

t ˆ