IDEAS home Printed from https://ideas.repec.org/a/rsr/journl/v64y2016i2p17-28.html
   My bibliography  Save this article

A Variance Estimation R-package for Repeated Surveys – Useful for Estimates of Changes in Quarterly and Annual Averages

Author

Listed:
  • Oyvind Langsrud

    (Statistics Norway)

Abstract

This paper presents a newly developed R-package for calculation of variances of estimates based on data from several waves of a repeated survey with partly overlapping samples. Development of the package is a part of on-going work on quality improvements of the Labour Force Survey in Norway, which is quarterly and based on a rotating panel. The package can, for example, be used to calculate variances of net changes of annual averages of unemployment rates for persons aged 20-64. The methodology is based on linearly calibrated weights (as calculated by the packages ReGenesees and survey) and residuals from the corresponding regression modelling. These computations may be done separately for each wave. The functionality is generic and the user can specify any calibration model and any linear combination of (quarterly) estimates. Linearization is used to calculate variances of rates. The main method assumes that all relevant population totals can be computed from register data, but situations where totals are unknown for some of the calibration variables are also handled.

Suggested Citation

  • Oyvind Langsrud, 2016. "A Variance Estimation R-package for Repeated Surveys – Useful for Estimates of Changes in Quarterly and Annual Averages," Romanian Statistical Review, Romanian Statistical Review, vol. 64(2), pages 17-28, June.
    • Handle: RePEc:rsr:journl:v:64:y:2016:i:2:p:17-28
    as

    Download full text from publisher

    File URL: http://www.revistadestatistica.ro/wp-content/uploads/2016/06/RRS2_2016_A021.pdf
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. Y. G. Berger & R. Priam, 2016. "A simple variance estimator of change for rotating repeated surveys: an application to the European Union Statistics on Income and Living Conditions household surveys," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 179(1), pages 251-272, January.
    2. A. Colin Cameron & Douglas L. Miller, 2015. "A Practitioner’s Guide to Cluster-Robust Inference," Journal of Human Resources, University of Wisconsin Press, vol. 50(2), pages 317-372.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Clément de Chaisemartin & Jaime Ramirez-Cuellar, 2024. "At What Level Should One Cluster Standard Errors in Paired and Small-Strata Experiments?," American Economic Journal: Applied Economics, American Economic Association, vol. 16(1), pages 193-212, January.
    2. Yuheng Lin & Dooruj Rambaccussing & Yu Zhu, 2024. "The impact of international students in the UK on the cultural goods trade," French Stata Users' Group Meetings 2024 29, Stata Users Group.
    3. Friedrich, Sarah & Pauly, Markus, 2018. "MATS: Inference for potentially singular and heteroscedastic MANOVA," Journal of Multivariate Analysis, Elsevier, vol. 165(C), pages 166-179.
    4. Borisova, Ekaterina & Gründler, Klaus & Hackenberger, Armin & Harter, Anina & Potrafke, Niklas & Schoors, Koen, 2023. "Crisis experience and the deep roots of COVID-19 vaccination preferences," European Economic Review, Elsevier, vol. 160(C).
    5. Berthélemy Michel & Bonev Petyo & Dussaux Damien & Söderberg Magnus, 2019. "Methods for strengthening a weak instrument in the case of a persistent treatment," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 23(1), pages 1-30, February.
    6. Carrieri, Vincenzo & Madio, Leonardo & Principe, Francesco, 2019. "Light cannabis and organized crime: Evidence from (unintended) liberalization in Italy," European Economic Review, Elsevier, vol. 113(C), pages 63-76.
    7. Jung, Haeil & Kim, Jun Hyung & Hong, Gihyeon, 2023. "Impacts of the COVID-19 crisis on single-person households in South Korea," Journal of Asian Economics, Elsevier, vol. 84(C).
    8. Cain Polidano & Justin van de Ven & Sarah Voitchovsky, 2017. "The Power of Self-Interest: Effects of Education and Training Entitlements in Later-Life," Melbourne Institute Working Paper Series wp2017n12, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
    9. Calomiris, Charles W. & Larrain, Mauricio & Schmukler, Sergio L., 2021. "Capital inflows, equity issuance activity, and corporate investment," Journal of Financial Intermediation, Elsevier, vol. 46(C).
    10. Jorge Cuartas, 2017. "Neighborhood Crime Undermines Parenting: Violence in the Vicinity of Households as a Predictor of Aggressive Discipline," Documentos de trabajo 17646, Escuela de Gobierno - Universidad de los Andes.
    11. José Valentim Machado Vicente & Jaqueline Terra Moura Marins, 2019. "A Volatility Smile-Based Uncertainty Index," Working Papers Series 502, Central Bank of Brazil, Research Department.
    12. Hagemann, Andreas, 2019. "Placebo inference on treatment effects when the number of clusters is small," Journal of Econometrics, Elsevier, vol. 213(1), pages 190-209.
    13. Ciccarelli, Carlo & De Fraja, Gianni & Vuri, Daniela, 2021. "Effects of passive smoking on prenatal and infant development: Lessons from the past," Economics & Human Biology, Elsevier, vol. 42(C).
    14. Mario J. Crucini & Gregor W. Smith, 2016. "Distance and Time Effects in Swedish Commodity Prices, 1732–1914," NBER Working Papers 22175, National Bureau of Economic Research, Inc.
    15. Federico Belotti & Edoardo Di Porto & Gianluca Santoni, 2021. "The effect of local taxes on firm performance: Evidence from geo‐referenced data," Journal of Regional Science, Wiley Blackwell, vol. 61(2), pages 492-510, March.
    16. Laurent R. Bergé, 2017. "Network proximity in the geography of research collaboration," Papers in Regional Science, Wiley Blackwell, vol. 96(4), pages 785-815, November.
    17. Hızıroğlu Aygün, Aysun & Kırdar, Murat Güray & Koyuncu, Murat & Stoeffler, Quentin, 2024. "Keeping refugee children in school and out of work: Evidence from the world's largest humanitarian cash transfer program," Journal of Development Economics, Elsevier, vol. 168(C).
    18. Adam M. Lavecchia & Philip Oreopoulos & Robert S. Brown, 2020. "Long-Run Effects from Comprehensive Student Support: Evidence from Pathways to Education," American Economic Review: Insights, American Economic Association, vol. 2(2), pages 209-224, June.
    19. Kümpel, Christian & Schneider, Udo, 2020. "Additional reimbursement for outpatient physicians treating nursing home residents reduces avoidable hospital admissions: Results of a reimbursement change in Germany," Health Policy, Elsevier, vol. 124(4), pages 470-477.
    20. Jongseok Ahn, 2020. "Unequal Loneliness in the Digitalized Classroom: Two Loneliness Effects of School Computers and Lessons for Sustainable Education in the E-Learning Era," Sustainability, MDPI, vol. 12(19), pages 1-20, September.

    More about this item

    Keywords

    Calibration weighting; Rotating panel survey; Nonresponse adjustment; Model-based; Design-based; Multivariate regression; Linearization;
    All these keywords.

    JEL classification:

    • C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
    • C88 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Other Computer Software

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:rsr:journl:v:64:y:2016:i:2:p:17-28. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Adrian Visoiu (email available below). General contact details of provider: https://edirc.repec.org/data/stagvro.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.