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Activity Number: 534
Type: Contributed
Date/Time: Thursday, August 10, 2006 : 10:30 AM to 12:20 PM
Sponsor: Section on Survey Research Methods
Abstract - #305897
Title: Model-Based Approach in Two-Stage Sampling of Audit Data
Author(s): Yan Liu*+ and Mary Batcher
Companies: National Opinion Research Center and Ernst & Young LLP
Address: 1350 Connecticut Ave., NW, Washington, DC, 20036,
Keywords: jackknife ; model-based approach ; prediction approach ; ratio estimation ; stratified sampling ; two-stage sampling
Abstract:

In an audit data setting, two-stage stratified sampling is typically done on relatively small populations and small samples. In the paper "Empirical Study on the Second-stage Sample Size" (Liu, Batcher, Petska and Luo, 2004) where a sampling design at both stages was used, the impact of the second stage sample size on the overall estimation was investigated empirically in terms of the bias and variance estimation. Different methods of the classical design-based approach and resampling approach were compared. In this paper, we look at this issue from the model-based approach. We construct models at the overall level and at the stratum level and compare their performances to design-based and resampling approaches. We also check the assumptions of error terms and investigate the gain from the stratification with PSU.


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