Variance Estimation for Price Indexes From a Two-Stage Sample With Rotating Panels
轮换面板两阶段抽样下的价格指数方差估计
Price index estimation is often based on complex rotating panel surveys. At each period, a time series of data is available for use in estimation. This paper examines how best to combine data for estimation of long-term and short-term changes and how to estimate the variances of the estimators in the context of two-stage sampling. Linearization estimators of variance for indexes of long- and short-term change are derived. The theory is supported by a simulation study using…