Variance Estimation |
Due to the variability of characteristics among items in the population, researchers apply scientific sample designs in the sample selection process to reduce the risk of a distorted view of the population, and they make inferences about the population based on the information from the sample survey data. In order to make statistically valid inferences for the population, they must incorporate the sample design in the data analysis.
The SURVEYLOGISTIC procedure fits linear logistic regression models for discrete response survey data by using the maximum likelihood method. In the variance estimation, the procedure uses the Taylor series (linearization) method or replication (resampling) methods to estimate sampling errors of estimators based on complex sample designs, including designs with stratification, clustering, and unequal weighting (Binder (1981, 1983); Roberts, Rao, and Kumar (1987); Skinner, Holt, and Smith (1989); Binder and Roberts (2003); Morel (1989); Lehtonen and Pahkinen (1995); Woodruff (1971); Fuller (1975); Särndal, Swensson, and Wretman (1992); Wolter (2007); Rust (1985); Dippo, Fay, and Morganstein (1984); Rao and Shao (1999); Rao, Wu, and Yue (1992); and Rao and Shao (1996)).
You can use the VARMETHOD= option to specify a variance estimation method to use. By default, the Taylor series method is used. However, replication methods have recently gained popularity for estimating variances in complex survey data analysis. One reason for this popularity is the relative simplicity of replication-based estimates, especially for nonlinear estimators; another is that modern computational capacity has made replication methods feasible for practical survey analysis.
Replication methods draw multiple replicates (also called subsamples) from a full sample according to a specific resampling scheme. The most commonly used resampling schemes are the balanced repeated replication (BRR) method and the jackknife method. For each replicate, the original weights are modified for the PSUs in the replicates to create replicate weights. The parameters of interest are estimated by using the replicate weights for each replicate. Then the variances of parameters of interest are estimated by the variability among the estimates derived from these replicates. You can use the REPWEIGHTS statement to provide your own replicate weights for variance estimation.
The following sections provide details about how the variance-covariance matrix of the estimated regression coefficients is estimated for each variance estimation method.