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Resampling variance estimation for complex survey data

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  • Stanislav Kolenikov

    () (University of Missouri)

Abstract

In this article, I discuss the main approaches to resampling variance es- timation in complex survey data: balanced repeated replication, the jackknife, and the bootstrap. Balanced repeated replication and the jackknife are implemented in the Stata svy suite. The bootstrap for complex survey data is implemented by the bsweights command. I describe this command and provide working examples. Copyright 2010 by StataCorp LP.

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  • Stanislav Kolenikov, 2010. "Resampling variance estimation for complex survey data," Stata Journal, StataCorp LP, vol. 10(2), pages 165-199, June.
    • Handle: RePEc:tsj:stataj:v:10:y:2010:i:2:p:165-199
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    References listed on IDEAS

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    1. Brady T. West & Patricia Berglund & Steven G. Heeringa, 2008. "A closer examination of subpopulation analysis of complex-sample survey data," Stata Journal, StataCorp LP, vol. 8(4), pages 520-531, December.
    2. White, Halbert, 1982. "Maximum Likelihood Estimation of Misspecified Models," Econometrica, Econometric Society, vol. 50(1), pages 1-25, January.
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    20. Heng Chen & Q. Rallye Shen, 2019. "Variance Estimation for Survey-Weighted Data Using Bootstrap Resampling Methods: 2013 Methods-of-Payment Survey Questionnaire," Advances in Econometrics, in: Kim P. Huynh & David T. Jacho-chávez & Gautam Tripathi (ed.), The Econometrics of Complex Survey Data, volume 39, pages 87-106, Emerald Publishing Ltd.
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