Abstract #300919

This is the preliminary program for the 2003 Joint Statistical Meetings in San Francisco, California. Currently included in this program is the "technical" program, schedule of invited, topic contributed, regular contributed and poster sessions; Continuing Education courses (August 2-5, 2003); and Committee and Business Meetings. This on-line program will be updated frequently to reflect the most current revisions.

To View the Program:
You may choose to view all activities of the program or just parts of it at any one time. All activities are arranged by date and time.

The views expressed here are those of the individual authors
and not necessarily those of the ASA or its board, officers, or staff.

Back to main JSM 2003 Program page
JSM 2003 Abstract #300919
Activity Number: 342
Type: Contributed
Date/Time: Wednesday, August 6, 2003 : 9:00 AM to 10:50 AM
Sponsor: Section on Survey Research Methods
Abstract - #300919
Title: Estimating the Variance of Percentiles Using Replicate Weights
Author(s): John W. Rogers*+
Companies: Westat
Address: 5403 41st St. NW, Washington, DC, 20015-2907,
Keywords: percentiles ; replicate weights ; sample surveys ; variance
Abstract:

Replicate weights provide one approach for estimating the variance of survey estimates collected using complex probability sample designs. When using replicate weights, there are several alternative approaches for estimating the variance of percentiles but no generally accepted method. The replicate weight approach calculates the variance of a percentile from percentile estimates calculated using the full sample weight and each replicate weight. The performance of this approach depends on the sample design and the distribution of the data. An approach, proposed by Woodruff, calculates P, the proportion of the population less than the full sample quantile estimate, and calculates the confidence interval and variance from the sample CDF and the variance of P. Simulations were performed to assess the performance of the Woodruff method, the replication approach, and modifications to the replication approach. This paper presents the simulation results and discusses problems estimating percentiles in the tails of a distribution.

  • The address information is for the authors that have a + after their name.
  • Authors who are presenting talks have a * after their name.

Back to the full JSM 2003 program

JSM 2003 For information, contact meetings@amstat.org or phone (703) 684-1221. If you have questions about the Continuing Education program, please contact the Education Department.
Revised March 2003