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Improving Information for Social Policy Decisions -- The Uses of Microsimulation Modeling Volume II, Technical Papers (1991) / Chapter Skim
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Pages 239-244

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From page 239...
... EIowever, the derivation of the estimation of the variance of a correlation coefficient is much more difficult, the answer is known for only a few bivariate distributions, including bivariate normality for which the needed integration is rather involved. Thus, it is not surmising that estimating the variance of a model that involves a complicated series of computations including imputations and statistical matchings; many regression and regression-type models, including use of logit models to estimate participation; controlling margins to accepted control totals; use of complicated aging techniques; and several other possible computational features is not possible using standard methods.
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From page 240...
... ~.) 32, which in the case of the sample mean is the usual variance estimate.
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From page 241...
... If e is set equal to 1/n, the above estimator is equal to the jackknife estimate of variance. The resulting variance estimate, called the infinitesimal jackknife, is rarely proposed as an alternative to the jackknife for variance estimation, probably because of the strong assumptions about smoothness needed by the above limits, especially for small samples.
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From page 242...
... One collects a sample of size n, x~,...,xn. Assume first Mat the it's are independent and identically distributed.
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From page 243...
... For example, one may have purposely chosen the independent variables to be spread out for purposes of better estimation. Therefore, one needs to identify independent and identically distributed random variables within the problem so that a derived empirical distribution function estimates some F that makes sense.
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From page 244...
... Efron (1979) showed that the infinitesimal jacl~nife variance estimate could be expressed as the bootstrap variance estimate for a linear version of the statistic of interest.
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Key Terms

  • statistical match
  • statistical matching
  • variance estimate
  • variance estimation
  • identically distributed

  • empirical distribution
  • control totals
  • sample surveys
  • regression coefficients
  • aging techniques

  • eligible people
  • distribution function
  • regression model
  • random variables


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