A jackknife variance estimator for unequal probability sampling

Berger, Y.G. and Skinner, C.J. (2005) A jackknife variance estimator for unequal probability sampling. Journal of the Royal Statistical Society, Series B 6 (1). pp. 79-89. ISSN 1369-7412 doi: 10.1111/j.1467-9868.2005.00489.x

Abstract/Summary

The jackknife method is often used for variance estimation in sample surveys but has only been developed for a limited class of sampling designs.We propose a jackknife variance estimator which is defined for any without-replacement unequal probability sampling design. We demonstrate design consistency of this estimator for a broad class of point estimators. A Monte Carlo study shows how the proposed estimator may improve on existing estimators.