Chapter 6

Ratio, Regression, and

Difference Estimation (cont.)
Sample Size
Ratio Estimation in Stratified
Random Sampling
 Approx. Sample Size to Estimate R
n
 yi
y
r i 1
n 
x

i 1
xi
Estimated variance of r :
 n 
  yi 
  1  n   1  sr2
Vˆ (r )  Vˆ  i 1
   2 
n
N   x  n

  xi  
 i 1 
n
 i i
( y  rx ) 2

where sr2  i 1
n 1
Approx. Sample Size to Estimate R
2 V (r)  B

  1  sr
2
n
ˆ
V (r )   1   
 N    x
2
n

Approx. population variance V ( r ) :sub  for sr

2 2

  1  
2
n
V (r )   1   
 N    nx
2

solve for n:

   1 
2
n
2 V (r )  2 1    B
  n
2
N x
 Approx. Sample Size to Estimate R

   1 
2
n
2 V (r ) 2 1    B Solve for n.
  n
2
N x

Required sample size n :

N B 
2 2 2

where D 
x
n
ND   2
4
 ? Take preliminary sample of size n  and calculate
2

n

(y
i 1
i  rxi ) 2

  . If  x also unknown, can estimate using

2
ˆ
n  1
x from the preliminary sample.
Approximate Sample Size to Estimate y
n
 yi
y
ˆ y  i 1
n  x   x  x   rx

i 1
xi

Estimated variance of ˆ y :
2  n  1  s2
Vˆ ( ˆ y )   x2Vˆ (r )   x 1    r
 N 
  x2  n
n

 n  sr2  i
( y  rxi ) 2

 1   where sr 
2 i 1
 N n n 1
 Approx. Sample Size to Estimate y
From previous slide:
n

 n  s 2  i i
( y  rx ) 2

Vˆ (ˆ y )   x2Vˆ (r )  1   r where sr2  i 1

 N n n 1
 n  2
so 2 V ( ˆ y )  2  x V ( r )  2 1    B yields
 N n
N 2 B2
n where D 
ND   2
4
 ? Take preliminary sample of size n and calculate
2

n

 i i
( y
i 1
 rx ) 2

ˆ 
2
.
n  1
Ratio Estimation in Stratified
Random Sampling
 Two Methods

Separate Ratio Estimator Rˆ SR Combined Ratio Estimator RˆCR

y
Estimate in each stratum Recall: yst  1  N1 y1  N 2 y2    N L yL 
x N
1
ˆ y
by Ri  , then form
i also obtain xst   N1 x1  N 2 x2    N L xL 
N
xi y
Estimate with
L
 Ni  ˆ x
RSR     Ri
ˆ
i 1  N  ˆ yst
RCR 
ˆ xst
(weighted avg of Ri )
 Variances; Estimating y
Separate Ratio Estimator Combined Ratio Estimator
y L
N ˆ yst 1
Rˆi  ; Rˆ SR    i
i
 Ri
ˆ
RCR  ; yst   N1 y1  N 2 y2    N L y L 
xi i 1  N  xst N
2 2
 Ni   ni  sRCR ,i
2
 n  s 1 L

Vˆ ( Rˆi )  1  i  2 i
R
Vˆ ( RˆCR )  2
x
   1  
i 1  N   N i  ni
 N i   x ,i ni
ni

 
ni

 y 
2
yij  RˆCR xij
2
ij  Rˆi xij
j 1
where s  2 j 1
. where sR2CR ,i 
Ri
n 1 n 1
Estimate  y with Estimate  y with
L
Ni L
Ni yi ˆ y ,CR  RˆCR  x  yst  x
ˆ y , SR   ˆ y ,i , SR    x ,i xst
i 1 N i 1 N xi
2 2
L
 N   n  s

2 2
 N   n  s Vˆ ( ˆ )  i
   1  i

RCR ,i

Vˆ ( ˆ y , SR )    i  1  i  i
R y ,CR
i 1  N   N i  ni
N   N i  ni
 Summary:
Variances; Estimating y
Separate Ratio Estimator Combined Ratio Estimator
L
Ni L
N y yst
ˆ y , SR   ˆ y ,i , SR   i  x ,i i ˆ y ,CR ˆ
 RCR  x  x
i 1 N i 1 N xi xst
2 2 2 2
N   n  s L
N   n  s
Vˆ ( ˆ y , SR )    i  1  i  i Vˆ ( ˆ y ,CR )    i   1  i  CR
R R ,i

 N   N i  ni i 1  N   N i  ni

Which one to use?

It is recommended to use the separate ratio estimator
unless the stratum sample sizes are small, say ni  20.