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Evaluation of Generalized Variance Functions in the Analysis of Complex Survey Data

Author

Listed:
  • Cho MoonJung
  • Eltinge John L.
  • Gershunskaya Julie
  • Huff Larry

    (U.S. Bureau of Labor Statistics, 2 Massachusetts Ave. N.E., Washington, DC 20212, U.S.A)

Abstract

Two sets of diagnostics are presented to evaluate the properties of generalized variance functions (GVFs) for a given sample survey. The first set uses test statistics for the coefficients of multiple regression forms of GVF models. The second set uses smoothed estimators of the mean squared error (MSE) of GVF-based variance estimators. The smooth version of the MSE estimator can provide a useful measure of the performance of a GVF estimator, relative to the variance of a standard design-based variance estimator. Some of the proposed methods are applied to sample data from the Current Employment Statistics survey.

Suggested Citation

  • Cho MoonJung & Eltinge John L. & Gershunskaya Julie & Huff Larry, 2014. "Evaluation of Generalized Variance Functions in the Analysis of Complex Survey Data," Journal of Official Statistics, Sciendo, vol. 30(1), pages 63-90, March.
    • Handle: RePEc:vrs:offsta:v:30:y:2014:i:1:p:63-90:n:4
    DOI: 10.2478/jos-2014-0004
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