142 – Frames and Other Census Issues
Variance Estimation for High Income Tables
Wei Qian
Statistics Canada
Statistics Canada produces high income statistics that provide information on demography, taxation, and income for high income populations. These statistics involve estimation of percentiles and quantities in percentile groups using a sample that covers around 1/5 of the Canadian population. For variance estimation, re-sampling methods may take unacceptable time due to the extremely large sample size; linearization cannot be applied directly because of the non-smoothness of the estimators. In this paper we propose a weighted estimating equations approach to derive linear variance estimators. Data from Prince Edward Island (P.E.I) is used to illustrate the results obtained.