var_pois {gustave} | R Documentation |
Variance estimator for a Poisson sampling design
Description
var_pois
estimates the variance of the estimator
of a total for a Poisson sampling design.
Usage
var_pois(y, pik, w = rep(1, length(pik)))
Arguments
y |
A (sparse) numerical matrix of the variable(s) whose variance of their total is to be estimated. |
pik |
A numerical vector of first-order inclusion probabilities. |
w |
An optional numerical vector of row weights (see Details). |
Details
w
is a row weight used at the final summation step. It is useful
when var_pois
is used on the second stage of a two-stage sampling
design applying the Rao (1975) formula.
Value
The estimated variances as a numerical vector of size the number of
columns of y
.
Author(s)
Martin Chevalier
References
Rao, J.N.K (1975), "Unbiased variance estimation for multistage designs", Sankhya, C n°37
[Package gustave version 1.0.0 Index]