JSM Preliminary Online Program
This is the preliminary program for the 2009 Joint Statistical Meetings in Washington, DC.

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 2009 Program page




Activity Number: 33
Type: Contributed
Date/Time: Sunday, August 2, 2009 : 2:00 PM to 3:50 PM
Sponsor: Section on Survey Research Methods
Abstract - #303651
Title: Identification of Functional Forms and Predictor Variables in Generalized Variance Functions for Price Indexes
Author(s): MoonJung Cho*+ and John L. Eltinge
Companies: Bureau of Labor Statistics and Bureau of Labor Statistics
Address: 9676 Scotch Haven DR, Vienna, VA, 22181,
Keywords: Degrees of freedom ; Design-based inference ; International Price Program ; Superpopulation model ; Variance function model
Abstract:

Generalized variance functions (GVFs) can provide useful approximations of error variances, especially for complex-survey cases in which (1) standard variance estimators have insufficient degrees of freedom for direct use, or (2) confidentiality restrictions prevent the release of design information used in direct variance estimation. Much of the GVF literature has considered variances of estimators for population proportions, and used population totals and sample sizes as predictors in the resulting variance-function models. Some surveys, however, have variance-estimation settings that meet criteria (1) or (2) above, but involve point estimators that are complex nonlinear functions of the data. This paper derives the functional forms and predictors for a GVF in this setting; applies the results to a class of price-index estimators; and evaluates the properties of the resulting GVFs.


  • 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 2009 program


JSM 2009 For information, contact jsm@amstat.org or phone (888) 231-3473. If you have questions about the Continuing Education program, please contact the Education Department.
Revised September, 2008