xKDR / Survey.jl

Analysis of complex surveys
https://xkdr.github.io/Survey.jl/
GNU General Public License v3.0
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Add Taylor Series linearisation #235

Open smishr opened 1 year ago

smishr commented 1 year ago

Add Taylor series linearisation for variance estimation for arbitrary SurveyDesign schemes

smishr commented 1 year ago

SAS does Taylor series for proportions and frequency tables, see documentation here. They also give example of variance estimation using ratio method here. Perhaps possible to test this formulae with ratio intially?

smishr commented 1 year ago

Chapter 9 of Lohr is also a very good resource with simple explanations and key formulae. Less mathematical clutter than Sarndal (1992).

bschneidr commented 1 year ago

I would strongly encourage taking a page from the 'survey' package in R, and using the general method of linearization based on influence functions.

https://www.practicalsignificance.com/posts/survey-covariances-using-influence-functions/#how-does-this-work

Using influence functions actually greatly simplifies the programming needed to implement linearization variance estimation. For each statistic (mean, total, regression coefficient, etc.), you just figure out how to calculate influence functions for that statistic, and then you pass the influence function values to whatever Julia function you use to estimate sampling variances/covariances for population totals.

This blog post I wrote gives a concrete example of how to calculate and use influence functions:

https://www.practicalsignificance.com/posts/how-correlated-are-survey-estimates-from-overlapping-groups/