Data Analysis Papers
Try, Try Again: Replication-Based Variance Estimation Methods for Survey Data Analysis in SAS 9.2
An, Anthony; Mukhopadhyay, Pushpal K.; Tobias, Randall; Watts, Donna L.; SAS Institute, 2008
Abstract
Complex survey samples are constructed with selection schemes that
affect the usual random assumptions, so SAS/STAT software provides
specialized procedures to analyze them: SURVEYMEANS, SURVEYFREQ,
SURVEYREG, and SURVEYLOGISTIC for means, frequencies, regression, and
logistic analysis, respectively. These procedures all use the Taylor
series expansion method for variance estimation, which is usually
considered to be the "gold standard" when it is practical to
compute. However, replication methods are also widely used in practice
for variance estimation. Replication methods, such as the jackknife
and balanced repeated replication (BRR), replace complex algebra with
simple repeated analysis. They enable you to analyze the data without
the original sample design, protecting survey security, and they ease
the task of estimating variances for nonlinear quantities.
With the release of SAS 9.2, the SAS/STAT survey analysis procedures
now also implement replication methods. These include standard
approaches such as jackknife and BRR as well as customized replication
methods that employ usersupplied replicate weights. This paper
discusses replication methods, comparing them to the Taylor series
expansion method with respect to both technical characteristics and
practical utility. This paper also discusses other significant
enhancements to the survey design and analysis procedures in SAS 9.2.