Mann–Whitney test for two‐phase stratified sampling
Mann–Whitney test for two‐phase stratified sampling
复制标题
两相分层抽样的曼恩·惠特尼检验
作者：
Saegusa, Takumi
我们考虑两阶段分层抽样的Mann-Whitney检验。在本设计中，首先获得独立同分布样本，然后根据辅助变量进行分层。在第二阶段，获得分层的子样本，而不需要替换来收集感兴趣的变量。所得到的数据是有偏的和依赖的样本，因为分层和抽样没有替换。这种设置不同于现有的被称为van Elteren测试的方法所考虑的设置，该方法处理来自无限总体的非重叠子集的多个i.i.d样本。提出了逆概率加权Mann-Whitney统计量，并研究了其渐近性质。所提出的测试显示具有正确的尺寸和极限功率1。仿真研究说明了我们的测试的有限样本性能。
We consider the Mann–Whitney test for two‐phase stratified sampling. In this design, the independent and identically distributed (i.i.d.) sample is obtained at the first phase and then stratified based on auxiliary variables. At the second phase, stratified subsamples are obtained without replacement to collect variables of interest. The resultant data are biased and dependent sample due to stratification and sampling without replacement. This setting is different from the one considered by the existing method called the van Elteren test that treats multiple i.i.d. samples from nonoverlapping subsets of the infinite population. We propose the inverse probability weighted Mann–Whitney statistic and study its asymptotic properties. The proposed test is shown to have a correct size and power 1 in the limit. Simulation study is presented to illustrate the finite sample performance of our test.
影响因子：
4.5
作者：
Saegusa T;Wellner JA
通讯作者：
Wellner JA
两阶段采样下的方差估计
DOI：
--
发表时间：
2015
期刊：
影响因子：
--
作者：
Takumi Saegusa
通讯作者：
Takumi Saegusa