Estimating variance components by using survey data

Journal of the Royal Statistical Society: Series B (Statistical Methodology) · 2003 · Volume 65 · Issue 1

Abstract

Summary.Inflation-type weighted estimators for variance components can be badly biased. Modified weighted estimators suggested in the literature are also badly biased for certain sampling designs. We propose new estimators for variance components, some of which are approximately unbiased regardless of the sampling design. These estimators require knowledge of the joint inclusion probabilities of the observations. The small sample properties of the estimators are studied via simulation for the simple one-way random-effects model. An application is given by using data from the US Hispanic Health and Nutrition Examination Survey.

Keywords

Mixed models, Multilevel models, Multistage sampling, Random effects, Sample surveys, Sample weights

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