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A comparison of two variance estimation techniques : the jackknife method and the linearized jackknife method / Roanna M. Beebakhee.CS11-619/95-5E-PDF

"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.

Permanent link to this Catalogue record:
publications.gc.ca/pub?id=9.841015&sl=0

Publication information
Department/Agency
  • Canada. Statistics Canada. Methodology Branch.
TitleA comparison of two variance estimation techniques : the jackknife method and the linearized jackknife method / Roanna M. Beebakhee.
Series title
  • Working paper ; 95-5
Publication typeMonograph - View Master Record
Language[English]
FormatDigital text
Electronic document
Note(s)
  • Digitized edition from print [produced by Statistics Canada].
  • "HSMD-95-005-E."
  • "June 1995."
  • Includes bibliographic references.
Publishing information
  • [Ottawa] : Statistics Canada, 1995.
Author / Contributor
  • Beebakhee, Roanna M.
Description25 p.
Catalogue number
  • CS11-619/95-5E-PDF
Departmental catalogue number11-619E no. 95-05
Subject terms
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