A comparison of two variance estimation techniques: CS11-619/95-5E-PDF

the jackknife method and the linearized jackknife method /

"The jackknife method of variance estimation is used extensively for surveys with complex designs. Although it has desirable statistical properties, it is computer intensive resulting in relatively high costs. In addition, when it is used for estimating the variance of regression estimators under a stratified multi-stage cluster design, it requires the calculation of matrix inverses which has the potential of generating computational degeneracies. An alternative method, known as the linearized jackknife method has been proposed and its theoretical properties have been investigated by Yung and Rao (1995). An empirical study has been undertaken which applies both variance methods to a number of household surveys conducted by Statistics Canada. Further, the linearized jackknife variance method and the customary Taylor linearization variance method are compared to the jackknife method"--Abstract.

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Department/Agency Statistics Canada. Methodology Branch.
Title A comparison of two variance estimation techniques
Subtitle the jackknife method and the linearized jackknife method /
Series Title Working paper ;
Publication Type Series - View Master Record
Language [English]
Format Electronic
Electronic Document

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Note Digitized edition from print [produced by Statistics Canada]. "HSMD-95-005-E." "June 1995."
Date 1995.
Number of Pages 25 p.
Catalogue Number
  • CS11-619/95-5E-PDF
Departmental Catalogue Number 11-619E no. 95-05
Subject Terms Statistical analysis, Methodology, Surveys