669 – Variance Estimation in Sample Surveys
A Unified Theory of Empirical Likelihood Confidence Intervals for Survey Data with Unequal Probabilities and Non-Negligible Sampling Fractions
Yves Berger
University of Southampton
Omar De La riva Torres
University of Southampton
Standard confidence intervals based upon a normal distribution can perform poorly when the sampling distribution is not normal. EL confidence intervals may be better in this situation, as EL confidence intervals are determined by the distribution of the data (Rao & Wu 2009). The range of the parameter space is also preserved. This may not be the case for standard confidence intervals based upon a normal distribution, as standard confidence intervals can have negative lower bounds for a positive point estimator. Chen and Sitter (1999) proposed a pseudo EL approach which can be used to construct confidence intervals for the Hjek (1971) ratio estimator (Wu & Rao, 2006).
