A note on robust variance estimation for cluster-correlated data
A note on robust variance estimation for cluster-correlated data
复制标题
DOI：
10.1111/j.0006-341x.2000.00645.x
复制
发表时间：
2000-06-01
期刊：
影响因子：
1.9
通讯作者：
Williams, RL
中科院分区：
文献类型：
--
作者：
Williams, RL
对于聚类相关数据，有一个简单的鲁棒方差估计器。虽然这个估算器是众所周知的，但它的文档记录很差，而且它的广泛适用性通常不被理解。估计量在抽样调查研究中得到了广泛的应用，但抽样调查文献中的结果由于不等概率抽样的复杂性而不易应用。这个简短的说明给出了一个一般的证明，即无论设置如何，估计器对聚类相关数据是无偏的。这个结果并不新鲜，但没有一个简单而普遍的参考。对该方法的广泛适用性进行一般性解释，将有利于该方法的使用。
There is a simple robust variance estimator for cluster-correlated data. While this estimator is well known, it is poorly documented, and its wide range of applicability is often not understood. The estimator is widely used in sample survey research, but the results in the sample survey literature are not easily applied because of complications due to unequal probability sampling. This brief note presents a general proof that the estimator is unbiased for cluster-correlated data regardless of the setting. The result is not new, but a simple and general reference is not readily available. The use of the method will benefit from a general explanation of its wide applicability.