Advanced Survey Sampling I

Teacher and examiner: Dan Hedlin, Department of Statistics, Stockholm University. .

Topic

We focus on design-based sampling with the Horvitz-Thompson and the generalised regression estimators. (Advanced Survey Sampling II will go further into model assisted estimation). The main course book is Särndal, Swensson and Wretman (1992); for part I we limit ourselves to Chapters 1-7. Although the focus is on design-based sampling we will put this inferential framework into some wider context.

Prerequisites

Participants are expected to have taken courses in probability and inference at the level of Casella and Berger or similar, and a course in survey sampling at the level of Lohr, in particular chapters 1-3, 5-6 in Lohr (2010) or similar (see references under ‘Other literature’).

Course literature

Neyman, J. (1934). On the Two Different Aspects of the Representative Method: the Method of Stratified Sampling and the Method of Purposive Selection. Journal of the Royal Statistical Society, 97, 558–606.

Rosén, B. (2000). A User’s Guide to Pareto πps Sampling. R&D Report 2000:6. Statistiska centralbyrån/Statistics Sweden.

Särndal, C-E., Swensson, B. and Wretman J. (1992). Model Assisted Survey Sampling. New York: Springer-Verlag. Chapters 1-7.

Valliant, R., Dorfman, A.H. and Royall, R.M. (2000). Finite Population Sampling and Inference: A Prediction Approach. New York: Wiley. Chapter 1.

Schedule

Our meetings will take place in B705 in Södra husen, Frescati (i.e. at Dept. of Statistics).

Topics

2 May, kl 9-11

One example of a business survey from an inferential point of view.  

Some history of survey sampling.

The Horvitz-Thompson estimator.

9 May, kl 9-11

Is design-based inference the right thing to do?

Some of the most widely used sampling designs.

12 May, kl 9-11

16 May, kl 9-11

19 May, kl 9-11

23 May, kl 9-11

Examination

Coursework

ECTS: 5 credits

Other literature

Casella, G. and Berger, R.L. (2008). Statistical Inference, 2nd Ed. Pacific Grove: Duxbury.

Lohr, S. (2010). Sampling: Design and Analysis, 2nd  Ed. Boston: Brooks/Cole.