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Variance estimation for survey-weighted data using bootstrap resampling methods: 2013 methods-of-payment

Author

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  • Heng Chen

    (Bank of Canada)

  • Q. Rallye Shen

    (Bank of Canada)

Abstract

Sampling units for the 2013 Methods-of-Payment survey were selected through an approximate stratified random sampling design. To compensate for nonresponse and noncoverage, the observations are weighted through a raking procedure. The variance estimation of weighted estimates must take into account both the sampling design and the raking procedure. I propose using bootstrap resampling methods to estimate the variance. I find that the variance is smaller when estimated through the bootstrap resampling method from Stata's ipfraking than through Stata's linearization method, where the latter does not take into account the correlation between the variables used for weighting and the outcome variable of interest.

Suggested Citation

  • Heng Chen & Q. Rallye Shen, 2017. "Variance estimation for survey-weighted data using bootstrap resampling methods: 2013 methods-of-payment," Canadian Stata Users' Group Meetings 2017 13, Stata Users Group.
    • Handle: RePEc:boc:csug17:13
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    References listed on IDEAS

    as
    1. Marco Angrisani & Kevin Foster & Marcin Hitczenko, 2013. "The 2010 Survey of Consumer Payment Choice: technical appendix," Research Data Report 13-3, Federal Reserve Bank of Boston.
    2. Keisuke Hirano & Guido W. Imbens & Geert Ridder, 2003. "Efficient Estimation of Average Treatment Effects Using the Estimated Propensity Score," Econometrica, Econometric Society, vol. 71(4), pages 1161-1189, July.
    3. Christopher Henry & Kim Huynh & Rallye Shen, 2015. "2013 Methods-of-Payment Survey Results," Discussion Papers 15-4, Bank of Canada.
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    Cited by:

    1. Christopher Henry & Kim Huynh & Gradon Nicholls & Mitchell Nicholson, 2019. "2018 Bitcoin Omnibus Survey: Awareness and Usage," Discussion Papers 2019-10, Bank of Canada.
    2. Heng Chen & Walter Engert & Marie-Hélène Felt & Kim P. Huynh & Gradon Nicholls & Daneal O'Habib & Julia Zhu, 2021. "Cash and COVID-19: The impact of the second wave in Canada," Discussion Papers 2021-12, Bank of Canada.
    3. Heng Chen & Walter Engert & Kim Huynh & Gradon Nicholls & Julia Zhu, 2021. "Cash and COVID-19: The Effects of Lifting Containment Measures on Cash Demand and Use," Discussion Papers 2021-3, Bank of Canada.
    4. Heng Chen & Marie-Hélène Felt & Christopher Henry, 2018. "2017 Methods-of-Payment Survey: Sample Calibration and Variance Estimation," Technical Reports 114, Bank of Canada.

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