Bootstrap variance estimation with survey data when estimating model parameters

DOI10.1016/J.CSDA.2012.03.011zbMath1255.62022OpenAlexW1986211349MaRDI QIDQ1927231

Jean-François Beaumont, Anne-Sophie Charest

Publication date: 30 December 2012

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2012.03.011

zbMATH Keywords

heteroscedasticityestimating equationsbootstrap weightsTaylor linearizationgeneralized bootstrap

Mathematics Subject Classification ID

Sampling theory, sample surveys (62D05) Nonparametric statistical resampling methods (62G09)

Related Items (1)

A survey of bootstrap methods in finite population sampling

Cites Work

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• A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
• On the two-phase framework for joint model and design-based inference
• Model assisted survey sampling
• The weighted bootstrap
• Generalized bootstrap for estimating equations
• Jackknife, bootstrap and other resampling methods in regression analysis
• Inference for superpopulation parameters using sample surveys
• Bootstrap and wild bootstrap for high dimensional linear models
• The Role of Sampling Weights When Modeling Survey Data
• On the Variances of Asymptotically Normal Estimators from Complex Surveys
• Resampling Inference With Complex Survey Data
• Comparing three bootstrap methods for survey data
• Calibration Estimators in Survey Sampling
• On the Generalized Bootstrap for Sample Surveys with Special Attention to Poisson Sampling
• Replication Variance Estimation for Two-Phase Stratified Sampling

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