2021 SISCER Module 2 Small Area Estimation: Lecture 1

2021 SISCER Module 2 Small AreaEstimation:

Lecture 1: Motivation and Survey Sampling

Jon Wakefield

Departments of Statistics and BiostatisticsUniversity of Washington

1 / 83

Outline

OverviewMotivating DataSmoothing and Bayes

Survey SamplingDesign-Based InferenceComplex Sampling Schemes

Use of Auxiliary Information

Discussion

2 / 83

Overview

3 / 83

Motivation

• Small area estimation (SAE) entails estimating characteristics ofinterest for domains, often geographical areas, in which theremay be few or no samples available – “small” refers to thenumber of samples in, and not to the geographical size of, theareas.

• SAE has a long history and a wide variety of methods have beensuggested, from a bewildering range of philosophicalstandpoints.

• Application areas include: epidemiology, public and globalhealth, agriculture, economics, education,...

• The classic text is Rao (2003) which was updated to Rao andMolina (2015).

4 / 83

Data

Examples we discuss include:

• Subnational variation in the under 5 mortality rate (U5MR) in low-and middle-income countries (LMIC).

• Diabetes prevalence in King County health reporting areas.

• Corn and Soy crop yield in Iowa counties.

• Poverty mapping in Spanish regions.

5 / 83

Health and Demographic Indicators

My own research focusses on health/demographic indicators inLMICs:

• Charactering and understanding subnational variation is animportant public health endeavor.

• For example, in the Sustainable Development Goals (SDGs),Goal 3.2 states, “By 2030, end preventable deaths of newbornsand children under 5 years of age, with all countries aiming toreduce neonatal mortality to at least as low as 12 per 1,000 livebirths and under-5 mortality to at least as low as 25 per 1,000live births”.

• Many other indicators have SDG targets, including poverty.

6 / 83

Prevalence Mapping and Geostatistics

• Examination of proportions across space, is known asprevalence mapping – we may map continuously in space, oracross discrete administrative areas – we focus on the latter.

• SAE methods provide one approach to performing prevalencemapping, for administrative areas.

• “The term geostatistics is a short-hand for the collection ofstatistical methods relevant to the analysis of geolocated data, inwhich the aim is to study geographical variation throughout aregion of interest, but the available data are limited toobservations from a finite number of sampled locations.” (Diggleand Giorgi, 2019).

• Model-based geostatistics (MBG) provide another approach toperforming prevalence mapping, over continuous space, thoughthese continuous surfaces can be averaged for area-levelinference.

7 / 83

Characterization of Methods and Approaches

Some important distinctions:

Unit-level versus Area-level ModelingDirect versus Indirect EstimationLinear versus Non-Linear ModelingNo Auxiliary versus Auxiliary DataNon-spatial versus Spatial Mixed ModelingDesign-based versus Model-based InferenceFrequentist versus Bayesian Inference

In general, the lack of information in small samples is compensatedfor by:

• The use of covariates (auxiliary variables) in a regression model.

• Employing smoothing via mixed effects models, perhapsincluding spatial smoothing.

8 / 83

Overview of Short Course

• Data: We consider the common situation in which the availabledata arise from surveys with a complex design.

• A Problem: If small sample sizes in some areas/time periods,there is high instability. In the limit, there may be no data...

• Supplementary Data: On covariates to aid in modeling.• Survey Sampling Methodology: Required for design and

analysis.• Shrinkage and Spatial Smoothing: To reduce instability, use the

totality of data to smooth both locally and globally over space.• Different Approaches to SAE: Both traditional and Bayesian

methods that use spatial smoothing.• Implementation: In R programming environment, using theSUMMER package.

• Visualization: Maps of uncertainty, accompanied withuncertainty, produced using the GIS capabilities of R.

9 / 83

Overview of Short CourseLectures:

• Lecture 1: Motivation and approaches to analyzing complexsurvey data.

• Lecture 2: Mixed effects area-level models and non-spatialsmoothing. MLE and Bayes inference.

• Lecture 3: Mixed effects area-level models and spatialsmoothing.

• Lecture 4: Mixed effects unit-level models and spatial andnon-spatial smoothing.

Methods illustrated in R, in particular using the SUMMER package.

Course website:

http://faculty.washington.edu/jonno/SISCER-SAE.html

10 / 83

http://faculty.washington.edu/jonno/SISCER-SAE.html

My SAE Background

My own interest in SAE:

• Started with work on BRFSS, with local government.

• Moved to estimating subnational estimation of U5MR, neonatalmortality, vaccination, HIV prevalence,... in LMICS.

Details on my research is here:

http://faculty.washington.edu/jonno/space-station.html

11 / 83

http://faculty.washington.edu/jonno/space-station.html

Demographic Health Surveys

• Motivation: In many developing world countries, vital registrationis not carried out, so that births and deaths go unreported.

• Objective: To provide reliable estimates of demographic/healthindicators at the (say) Admin1 or Admin2 level1, at which policyinterventions are often carried out.

• We will illustrate using data from Demographic Health Surveys(DHS).

• DHS Program: Typically stratified cluster sampling to collectinformation on population, health, HIV and nutrition; more than300 surveys carried out in over 90 countries, beginning in 1984.

• The Problem: Data are sparse, at the Admin2 level in particular.• SAE: Leverage space-time similarity to construct a Bayesian

smoothing model.

1Admin0 = country level boundaries, Admin1 = first level administrative boundaries(states in US), Admin 2 = second level administrative boundaries (counties in US)

12 / 83

2014 Kenyan DHS

• The 3 most recent Kenya DHSwere carried out in 2003, 2008and 2014.

• The DHS use stratified two-stagecluster sampling. The strataconsist of urban/rural crossedwith geographic administrativestrata.

• In each strata, enumerationareas (EAs ) are selected withprobability proportional to sizeusing a sampling framedeveloped from the most recentcensus.

• In each of the clusters,households are selected. Withineach household, women betweenthe ages of 15 and 49 areinterviewed.

●●●●●●● ●●●●●

●●●●●●●●●●

●●●●●

●●●●●●●●●●●●●●●●●●●●●●●●●

●●●●

●

●

●●

●

●

●

●

●●●

●

●●

●●

●●

●●●●●

● ●●

●

●●

●●

●●

●●●●

●●

●●

●

●●●●

●●●

●

●

●●

●●

●●

●● ●●●●

●●●●●

●●●

●●●●●

●●

●

●●

●●●●

●●

●●

●

●●●●

●●●

●●●●

●●●● ●

●● ●

●● ●●●●

●●●

●●● ●●●●

●

●● ●●●●●

●

● ●

●

●●●●

●●

●●●●●

●● ●

●●

●●

●●

● ●● ●●●●

●●●●●●

●●●●

●

●●

●●●●●●●●●●

●●●●●●●●●●●●●●●●●●●●●●●●

●●

●●

●

●●

●●●

●

●

●

●

●

●●●●●●●●●

● ●

●

●

●

●●

●

●●

●●

●●●

●●

●

●●

●●●●

●●

●● ●

●

●●●●●●

●●

● ●

●

●

●

●

●

●

●

●●

●

●●●●●

●●●●●

●

●●

●●

●

●

●●●●●

●

●●●●●●●●●●●●●

●●

●●●●

●

●

●● ●●●●

●

●●●

●

●

●●

●●●●●●

●●

●●

●●●●

●

●●● ●●●

●

●●●●●

●●●●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●●●●●●●

●

●

●

●

●●●●●●●●●

●

●●●●

●

●● ●

●

●●

●

●

●

●●

●

●

●●

●

●● ● ●

●

●

●● ●●

●●●●

● ●●● ●

●●

●●●

●●● ●

●

● ●●

●

● ●● ●

●●● ●●●●●●●● ●

●●●

●● ●●●●●●

●

●●

●

●●

●

●

●

●●●●●●●

●● ●●● ●

●●●●●●

●

●● ●●

●

●●●

●●

●●

●

●●●●

●

●●

●●

●●

●

●

●●

●

●●

●

●

●

●●●

● ●

●●

●

● ●●

●

●●

●

●● ●

●

●●●

●●●●

●

●

●

● ●

●●

●●●

●

●●●

●●

●●

●●●

●

●●

●●●● ●

●●

●●

●●

●●

●

●

●

●

●

●

●●

●●

●

●

●●

●

●●●

●●●●●●●●●

●

●

●

●●

●

●

●

●

●

●

●

●

●

●

●

●

●●

●

●

●

●

●

●

●

●

●

●

●

●

●

●●●●●●●●

●●●●

●

●

●

●●

●

●

●●●●●

●

●

●

●●

●●

●

●●

●

●

●

● ●●●●●●●●

●

●

●

●

● ●

●●●●●

●●

● ●

●●●●

●

●●

●●

●●●●●

●●●

●

●

●●

●

●

●●●●●●●●

●●●● ●

●●

●

●

●●●● ●●●

●●

●

●●

●●●

●●●

●●●●●●

●

●●

●

●●●

●

●

●

●●

●

●●●

●●●

●

●

●●● ●●●

●●

●●●●●●●

●●●

● ●

●

●

●●

●

●●

●

●●

●● ●●

●●

●●●

●●●

●●●●●

●● ●●●●●●●

●●●

●●

●●●

●●●●●

●

●

●●

●●●

●●

●●●

●●●

●

●●●

●●●●●

●●

●

●●●●●●●●

●

●●

●●●

●

●●●●●

●

●●

●

●

●

●

●●

●

●

●

●●

●

●

●

●●

●

●

●

●

●

●

●

●

●●●●●●

●●●

●

●

●

●●

●

●

●

●

●

●●

●●

●●

●●

●

●

●●●●●●●

●

●

●

●

●●

●● ●●

●

●

●

●

●

●

●●

●● ●

●

●

●

●●●●●●

●●●●● ●

●●●●

●

●●

●●●

●●

●

●

●

●

●●●

●●●

●

●

●●●●●

●●●

●

●

●●●●

●

●

●●

●●

●●

●●●●●●● ●

●

●●

●

●

●

●●●●●●

●●●

●

●●●

●

●

●

●●

●

●●

●

●●

●●●●●

●

●

●●●

●

●

●

●●

●

●

●

●

●●

●

●●●●●

●

●

●

●

●●

●

●●

●

●

●●●

●

●●●●●●●●

●●

●●●●●

●●●●

●●●

●●

●●●

●

●●

●●

●

●●●

●●●●●●●●●●●

●

●●

●

●

●

●

●●

●●

●●●●●●● ●●

●

●

● ●●

●●

●

●●●●

●

●

●●●

●●

●

●●

●

●

●

●●●

●

●●●●●●● ●

●

●●

●

●

●●

●

●●

●

●

●

●●●

●

●●

●●

●●

●

●

●

●

●

●

●

●

●●

●

●

●

●

●

●

●

●●●●

●

●

●●

● ●●●●●●● ●●●

●●

● ●●●

●●●●●● ●●

●●

●

● ●●

●●

●●

● ●

●●●

● ● ●●● ●●●●

●●

●●● ●●

●

●●●

●●●●●

●●●

●●●

●●

●

●●●

●

●●●●●

● ●

●

●

●

●

●●

●● ●●

●●●

●

●●

●●

●●● ●●●●●●

●●●●● ●

●●●

●●● ●

●●●● ●

●●●●●●●●●

●●●●●

●●●● ●●

●●●

●

●●

●●

●

●●●●

●●

●●●

● ●●●

●● ●

●

●●

● ●

●●●●

●●●

●●●

●●●●

●●

●●●

●●●●

●●●●

●●●

●●●

●

●

●

●

●

●

●

●

●

●

●

●

●

●●●

●

●

●

●

●

●

●

●

●●

●

●

●

●

●

●●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●●

●

●

●

●

●

●

●●

●

●

●

●

●

●

●

●

●

●

●

●

●●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●●

●

●●

●

●

●

●

●

●

●

●

●

●

●

●

●

●●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●●

●

●●●

●

●

●

●●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●●

●

●

●

●

●

●

●

●●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●●

●

●

●

●

●

●●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●●

●

●

●

●

●

●

●●

●

●

●

●

●

●

●

●

●

●

●●

●

●

●

●

●

●

●●●

●

●

●

●

●

●

●

●●

●

●

●

●

●

● ●

●

●

●

●

●

●

●

●

●●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

● ●

●

●

●

●

●

●

●

●

●

●●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●●

●

●

●

●

●

●●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●●

●

●

●

●

●

●

●

●

●

●

●

●

● ●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

● ●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●●● ●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●●

●

●

●

●●

●

●●

●

● ●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●●

●

●●

●

●

●●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

●

200320082014

Figure 1: Cluster locations in threeKenya DHS, with county boundaries.

13 / 83

2014 Kenya DHS

• In the 2014 Kenya DHS, thestratification was county (47)and urban/rural (2).

• Nairobi and Mombasa areentirely urban, so there are 92strata in total.

• We have data from a total of1584 EAs across the 92strata. In the second stage,40,300 households aresampled.

• DHS provides sampling(design) weights, assigned toeach individual in the dataset.

id

Baringo

Bomet

Bungoma

Busia

Elgeyo−Marakwet

Embu

Garissa

Homa Bay

Isiolo

Kajiado

Kakamega

Kericho

Kiambu

Kilifi

Kirinyaga

Kisii

Kisumu

Kitui

Kwale

Laikipia

Lamu

Machakos

Makueni

Mandera

Marsabit

Meru

Migori

Mombasa

Murang'a

Nairobi

Nakuru

Nandi

Narok

Nyamira

Nyandarua

Nyeri

Samburu

Siaya

Taita Taveta

Tana River

Tharaka−Nithi

Trans Nzoia

Turkana

Uasin Gishu

Vihiga

Wajir

West Pokot

Figure 2: Counties of Kenya.

14 / 83

Aim: Inference for U5MR over Counties and Years

Figure 3: SAE estimates of under-5 mortality risk, across time, and Kenyancounties. These estimates were obtained using the SUMMER package.

15 / 83

2013 Nigeria DHS

• As a second DHS example, weconsider measles vaccinationrates in Nigeria, from the 2013Nigerian DHS.

• Across African countries, there isgreat variability in the number ofAdmin2 areas.

• In Nigeria, the Admin2 areascorrespond to Local GovernmentAreas (LGAs) and there are 774in total – with such a largenumber there are many LGAswith little/no data.

• There are no clusters in 255LGAs.

Figure 4: Vaccination prevalence forLGAs in Nigeria. LGAs with no dataare in white.

16 / 83

Motivating Example: Diabetes in King County

Arises out of a joint project between Laina Mercer/Jon Wakefield andSeattle and King County Public Health, which lead to the workreported in Song et al. (2016).

Aim we will concentrate on here is to estimate the number of 18 yearsor older individuals with diabetes, by health reporting areas (HRAs) inKing County in 2011.

HRAs are city-based sub-county areas with a total of 48 HRAs inKing County. Some of these are as are a single city, some are agroup of smaller cities, and some are unincorporated areas. Largercities such as Seattle and Bellevue include more than one HRA.

Data are based on the question, “Has a doctor, nurse, or other healthprofessional ever told you that you had diabetes?”, in 2011.

17 / 83

Snoqualmie/North Bend/SkykomishN= 43164

Black Diamond/Enumclaw/SE CountyN= 47803

Bear Creek/Carnation/DuvallN= 64643

Vashon IslandN= 10624 Covington/Maple Valley

N= 54070

Newcastle/Four CreeksN= 28270

West SeattleN= 52689

SammamishN= 45453

ShorelineN= 53030

RedmondN= 53616

BurienN= 48070

KirklandN= 47617

Kent-SEN= 55187

SeaTac/TukwilaN= 46254

NE SeattleN= 67415

Kent-WestN= 27921

Auburn-NorthN= 35235

IssaquahN= 29769

QA/MagnoliaN= 57494

NW SeattleN= 42566

Renton-SouthN= 50711

BallardN= 51822

Auburn-SouthN= 25239

FairwoodN= 23739

Kenmore/LFPN= 34444

Kent-EastN= 35924

Kirkland NorthN= 33564

Bellevue-SouthN= 31100

North SeattleN= 44332

DelridgeN= 30296

Bellevue-NEN= 33096

Merce

r Isle/

Pt C

ities

N= 2

9978Downtown

N= 42610

SE SeattleN= 40305

Des Moines/Normandy Pk

N= 35966

Bothell/WoodinvilleN= 32837

Renton-NorthN= 28608 Renton-East

N= 29871

Bellevue-WestN= 29577

Fed Way-Central/Military Rd

N= 56657

Beacon/Gtown/S.Park

N= 39242

Central SeattleN= 44407

Bellevue-CentralN= 35397

Fed Way-Dash Point/Woodmont

N= 32660

Capitol Hill/E.lakeN= 44740

Fremont/GreenlakeN= 50863

East

Fede

ral W

ay N

= 34

976

North HighlineN= 17400

Health Reporting Areas(HRA)

and 2010 populationKing County, WA

0 2 4 61Miles

N = 2010 population for each HRAData source: Intermin Populationestimates, PHSKC, APDE 1/2012

Produced by: Public Health-Seattle & King County Assessment, Policy Development & Evaluation

Last Modified 08/2012

Auburn, Bellevue, FederalWay, Kent, Renton & Seattle

HRAs are divided into neighborhoods.

Figure 5: Health reporting areas (HRAs) in King County.

18 / 83

Motivating BRFSS Example

Estimates are used for a variety of purposes including summarizationfor the local communities and assessment of health needs.

Analysis and dissemination of place-based disparities is of greatimportance to allow efficient targeting of place-based interventions.

Because of its demographics, King County looks good compared toother areas in the U.S., but some of its disparities are among thelargest of major metro areas.

Estimation is based on Behavioral Risk Factor Surveillance System(BRFSS) data.

The BRFSS is an annual telephone health survey conducted by theCenters for Disease Control and Prevention (CDC) that tracks healthconditions and risk behaviors in the United States and its territoriessince 1984.

19 / 83

Figure 6: Public Health: Seattle and King County website.

20 / 83

S e a ttle

K e nt

B e lle vue

A uburn

K irk la nd

F ede ra l W a y

S ammam is h

B urie n

S hore line

S e a Ta c

T ukw ila

Is s a qua h

B othe ll

K e nm ore

C ov ing ton

D e s Mo ines

S noqua lm ie

Wood inv ille

Map le Va lle y

B la c k D iamond

E num c la w

Merc e r Is la nd

N ewca s tle

N orth B e nd

D uva ll

P a c ific

Med ina

L a ke F ore s t P a rk

A lg ona

N orm a ndy P a rk

R e dmond

C a rna tion

Milton

R e n ton

L ife E x p e c ta n c y C om p a re d toth e Te n L o n g e s t-‐L iv e d C o u n trie sb y C en s u s T ra c t2005 -‐2 009 , K in g C o u n ty WA

D a te : 1 0 /11 /2 011

L e g e n dC IT Y

C a le n d a r Y e a r s A h e a d

S m a ll p opu la tion

C a le n d a r Y e a r s B e h in d

Yea rs be hind or a hea d a re from 2007 .D a ta S ourc es : Inte rna tiona l life ex pe c tanc ies : Ins titute for H e a lth Metric s a nd E va lua tion , U nive rs ity of Wa s h ing tonL oca l life e xpec ta nc y : Wa s h ing ton S ta te D epa rtment of H ea lth,C en ter for H ea lth S ta tis tic s D ea th F ile sA na ly s is a nd p re pa ra tion : A s s es s ment, P o lic y D e ve lopment & E va lua tion ,P ub lic H e a lth ñ S ea ttle & K ing C ounty, 1 0/2011

P repa re d by : A s s es s ment, P o lic y D e ve lopment & E va lua tion

P ro v is io n a l: S u b je c t to R e v is io n

24 to 5 7

10 to 2 3

Z e ro to 9

1 to 1 4

15 to 3 0

31 to 4 2

Figure 7: Summaries from Public Health: Seattle King County.

21 / 83


The BRFSS sampling scheme is complex: it uses a disproportionatestratified sampling scheme.

The Design-Wt, is calculated as the product of four terms

Design-Wt = Strat-Wt× 1No-Telephones

× No-Adults

where Strat-Wt is the inverse probability of a “likely” or “unlikely”stratum being selected (stratification based on county and “phonelikelihood”).

Then a raking adjustment. From the documentation, “BRFSS rakesthe design weight to 8 margins (age group by gender, race/ethnicity,education, marital status, tenure, gender by race/ethnicity, age groupby race/ethnicity, phone ownership). If BRFSS includes geographicregions, four additional margins (region, region by age group, regionby gender, region by race/ethnicity) are included.”

22 / 83


Table 1: Summary statistics for population data, and 2011 King CountyBRFSS diabetes data, across health reporting areas.

Mean Std. Dev. Median Min Max TotalPopulation (>18) 31,619 10,107 30,579 8,556 56,755 1,517,712Sample Sizes 62.9 24.3 56.5 20 124 3,020Diabetes Cases 6.3 3.1 6.3 1 15 302Sample Weights 494.3 626.7 280.4 48.0 5,461 1,491,880

About 35% of the areas have sample sizes less than 50 (CDCrecommended cut-off), so that the diabetes prevalence estimates areunstable in these areas.

We would like to use the totality of the data to aid in estimation in thedata sparse areas.

23 / 83

BRFSS Sample Size by HRA

under 2525 − 5050 − 7575 − 100over 100

Figure 8: Sample sizes across 48 HRAs in 2011.

24 / 83

Observed prevalence by HRA

under 0.050.05 − 0.10.1 − 0.150.15 − 0.2over 0.2

Observed prevalence by HRA

under 0.050.05 − 0.10.1 − 0.150.15 − 0.2over 0.2

Figure 9: Diabetes prevalence by HRAs in 2011. Left: Crude proportions.Right: Horvitz-Thompson weighted estimator.

25 / 83

Two Approaches to Spatial Smoothing

• Model at the area levelusing a discrete spatialmodel. These are the SAEmodels that areimplemented in theSUMMER package.

• Model at the point levelusing a continuous spatialmodel. Model-basedgeostatistics is a popularapproach.

26 / 83

2013 Nigeria DHS• Recall that almost a third of the LGAs in Nigeria have no data

(left plot below).• We fit a discrete spatial model in which the rates in neighboring

areas (as defined by sharing a boundary) are “encouraged” to besimilar (right plot below).

Figure 10: Vaccination prevalences in Nigeria in 2013. Left: Weightedestimates. Right: Estimates from a discrete spatial smoothing model.

27 / 83

Survey Sampling

28 / 83

Outline

Many national surveys employ stratified cluster sampling, also knownas multistage sampling, so that’s where we’d like to get to.

We will discuss:• Simple Random Sampling (SRS).• Stratified SRS.• Cluster sampling.• Multistage sampling.

First, we briefly explain why taking account of the survey design (datacollection process) is important.

29 / 83

Acknowledging the Design: Stratification

Figure 11: In the DHS,stratification is based oncounties (the solid lines) andon a binary urban/ruralvariable (urban indicated inblue, the white is rural).

• Suppose we are interested in theproportion of women aged 20–29who complete secondary education– this is much higher in urban areas

• If we oversample urban areas butignore this when we analyze the datawe will overestimate the fraction ofwomen who complete secondaryeducation, i.e., we will introduce bias.

• Taking into account of thestratification also reduces thevariance of the estimator.

• In the design-based approach toinference, the stratification isaccounted for via design weights.

• In the model-based approach toinference, the stratification isaccounted for in the mean model.

30 / 83

Acknowledging the Design: Cluster Sampling

• The DHS also employs cluster sampling, in which multiple units(individuals) within the same cluster are interviewed.

• Units within the same cluster tend to be more similar than units indifferent clusters, which reduces the information content of theclustered sample, relative to independently sampled units.

• The dependence can be measured via the intraclass correlationcoefficient.

• In the design-based approach to inference, the clustering isaccounted for in the variance calculation that is carried out.

• In the model-based approach to inference, the clustering isaccounted for by including a cluster-specific random effect in themodel.

31 / 83

Modes of Inference

• Surveys can be analyzed using design- and model-basedinference. In this lecture, the former will be focused upon.

• The target of inference are the set of means for areas indexed byi (e.g., Admin2 regions).

• Let yik be the binary indicator on the k -th unit sampled in area i ,for k ∈ Si (the set of selected individuals) and i = 1, . . . ,n.

Design-Based Inference• Labels Si of sampled units

are random.• Responses yik are fixed.• Asymptotic inference,

perhaps using resampling.

Model-Based Inference• Condition on units that are

actually sampled.• Responses Yik are random.• Exact inference, conditional

on model.

32 / 83

Model-Based Inference

Suppose we carry out stratified cluster sampling, with one-stage ofclusters, and the outcome is continuous.

Let yck be the outcome from sampling unit k in sampled cluster c, andsc the location of cluster c,

Suppose the data were collected within two strata, urban and rural.

A model-based approach to inference might begin with

Yck = α+ γI(sc ∈ rural ) + εc + υck ,

where• α is the mean for urban and α+ γ is the mean for rural.• within-cluster dependence is modeled via the random effectεc ∼iid N(0, σ2

ε ).• Measurement error is υck ∼iid N(0, σ2

υ).

33 / 83

Design-Based Inference

• We will focus on design-based inference: in this approach thepopulation values of the variable of interest:

y1, . . . , yN

are viewed as fixed, while the indices of the individuals who aresampled are random.

• Imagine a population of size N = 4 and we sample n = 2• There are 6 possible samples, with sampled unit indices in red

and non-sampled in blue:y1, y2, y3, y4

y1, y2, y3, y4

y1, y2, y3, y4

y1, y2, y3, y4

y1, y2, y3, y4

y1, y2, y3, y4

• Different designs are possible, and the probabilities we assign toeach sample depend on which is used.

34 / 83


Design-based inference is frequentist, so that properties are basedon hypothetical replications of the data collection process; hence, werequire a formal description of the replication process.

A complex random sample may be:

• Better than a simple random sample (SRS) in the sense ofobtaining the same precision at lower cost, e.g., stratifiedsampling.

• May be worse in the sense of precision, but be requiredlogistically, e.g., cluster sampling.

35 / 83

Probability Samples

Notation for random sampling, in a single population (and notdistinguishing areas):

• N is population size.• n is sample size.• πk is the sampling probability for a unit (which will often

correspond to a person) k , k = 1, . . . ,N.

Random does not mean “equal chance”, but means that the choicedoes not depend on variables/characteristics (either measured orunmeasured), except as explicitly stated via known samplingprobabilities.

For example, in stratified random sampling, the probabilities ofselection differ, in different strata.

36 / 83

Common sampling designs

• Simple random sampling: Select each individual with probabilityπk = n/N.

• Stratified random sampling: Use information on each individualin the population to define strata h, and then sample nh unitsindependently within each stratum.

• Probability-proportional-to-size sampling: Given a variablerelated to the size of the sampling unit, Zk , on each unit in thepopulation, sample with probabilities πk ∝ Zk .

• Cluster sampling: All units in the population are aggregated intolarger units called clusters, known as primary sampling units(PSUs). Clusters are then sampled from this the set of PSUs,with units within these clusters being subsequently sampled.

• Multistage sampling: Stratified cluster sampling, with multiplelevels of clustering.

37 / 83

Probability Samples

• The label probabilitysample is often usedinstead of randomsample.

• Non-probability samplescannot be analyzed withdesign-basedapproaches, becausethere are no πk .

Non-probability sampling approaches include:

• Convenience sampling (e.g., asking forvolunteers). Also known as accidental orhaphazard sampling.

• Purposive (also known as judgmental)sampling in which a researcher usestheir subject knowledge to selectparticipants (e.g, selecting an “average”looking individual).

• Quota sampling in which quotas indifferent groups are satisfied (but unlikestratified sampling, probability samplingis not carried out, for example, theinterviewer may choose friendly lookingpeople!).

38 / 83

Probability Samples: Point Estimation

For design-based inference:

• To obtain an unbiased estimator, every individual k in thepopulation needs to have a non-zero probability πk of beingsampled, k = 1, . . . ,N.

• To carry out inference, this probability πk must be known only forevery individual in the sample.

• So not needed for the unsampled individuals, which is key toimplementation, since we will usually not know the samplingprobabilities for those not sampled.

39 / 83

Probability Samples: Variance Estimation

For design-based inference:

• To obtain a form for the variance of an estimator: for every pair ofunits, k and l , in the sample, there must a non-zero probability ofbeing sampled together, call this probability, πkl for units k and l ,k = 1, . . . ,N, l = 1, . . . ,N, k 6= l .

• The probability πkl must be known for every pair in the sample.

• in practice, these are often approximated, or the variance iscalculated via a resampling technique such as the jackknife.

40 / 83

Inference

• Suppose we are interested in a variable denoted y , with thepopulation values being y1, . . . , yN .

• Random variables will be represented by upper case letters, andconstants by lower case letters.

• Finite population view: We have a population of size N and weare interested in characteristics of this population, for example,the mean:

yU =1N

N∑k=1

yk .

41 / 83


• Infinite population view: The population variables are drawn froma hypothetical distribution, with mean µ.

• In the model-based view, Y1, . . . ,YN are random variables andproperties are defined with respect to p(·); often we say Yk areindependent and identically distributed (iid) from p(·).

• As an estimator of µ, we may take the sample mean:

µ =1n

n∑k=1

Yk .

• µ is a random variable because Y1, . . . ,Yn are each randomvariables.

• Assume Yk are iid observations from a distribution, p(·), withmean µ and variance σ2.

• The sample mean is an unbiased estimator, and has varianceσ2/n.

42 / 83


• Unbiased estimator:

E[µ] = E

[1n

n∑k=1

Yk

]=

1n

n∑k=1

E [Yk ]︸︷︷︸=µ

=1n

n∑k=1

µ = µ

• Variance:

var(µ) = var

(1n

n∑k=1

Yk

)=︸︷︷︸iid

1n2

n∑k=1

var (Yk )︸︷︷︸=σ2

=1n2

n∑k=1

σ2 =σ2

n

43 / 83


• The variance σ2 is unknown so we estimate by the unbiasedestimator

s2 =1

n − 1

n∑k=1

(yk − µ)2.

• A 95% asymptotic confidence interval is,

µ± 1.96× s√n.

• In practice, “asymptotic” means that n is sufficiently large that thesampling distribution of µ (i.e., it’s distribution in hypotheticalrepeated samples) is close to normal.

44 / 83


• In the design-based approach to inference the y values aretreated as unknown but fixed.

• To emphasize: the y ’s are not viewed as random variables, so wewrite

y1, . . . , yN ,

and the randomness, with respect to which all procedures areassessed, is associated with the particular sample of individualsthat is selected, call the random set of indices S.

• Minimal reliance on distributional assumptions.• Sometimes referred to as inference under the randomization

distribution.• In general, the procedure for selecting the sample is under the

control of the researcher.

45 / 83


• Define design weights as

wk =1πk.

• The basic estimator is the weighted mean (Horvitz andThompson, 1952; Hajek, 1971)

yU =

∑k∈S wk yk∑

k∈S wk.

• This is an estimator of the finite population mean yU .• So long as the weights are correctly calculated, and the sample

size is not small, this estimator is appealing, though it may havehigh variance, if n is small.

The weighted mean is the basic direct estimator that is thefirst choice for SAE.

46 / 83

Simple Random Sample (SRS)

• The simplest probability sampling technique is simple randomsampling without replacement.

• Suppose we wish to estimate the population mean in a particularpopulation of size N.

• In everyday language: consider a population of size N; a randomsample of size n ≤ N means that any subset of n people fromthe total number N is equally likely to be selected.

47 / 83

Simple Random Sample (SRS)

• We sample n people from N, choosing each personindependently at random and with the same probability of beingchosen:

πk =nN,

k = 1, . . . ,N.• Since sampling without replacement the joint sampling

probabilities are

πkl =nN× n − 1

N − 1for k , l = 1, . . . ,N, k 6= l .

• In this situation:• The sample mean is an unbiased estimator.• The uncertainty, i.e. the variance, of the estimator can be easily

estimated.• Unless n is quite close to N, the uncertainty does not depend on N,

only on n.

48 / 83

The Indices are Random!

• Example: N = 4,n = 2 with SRS. There are 6 possibilities:

{y1, y2}, {y1, y3}, {y1, y4}, {y2, y3}, {y2, y4}, {y3, y4}.

• The random variable describing this design is S, the set ofindices of those selected.

• The sample space of S is

{(1,2), (1,3), (1,4), (2,3) (2,4), (3,4)}

and under SRS, the probability of sampling one of thesepossibilities is 1/6.

• The selection probabilities are

πk = Pr( individual k in sample ) =36=

12

which is of course nN .

• In general, we can work out the selection probabilities withoutenumerating all the possibilities!

49 / 83


• Fundamental idea behind design-based inference: An individualwith a sampling probability of πk can be thought of asrepresenting wk = 1/πk individuals in the population.

• Example: in SRS each person selected represents Nn people.

• The sum of the design weights,∑k∈S

wk = n × Nn

= N,

is the total population.• Sometimes the population size may be unknown and the sum of

the weights provides an unbiased estimator.• In general, examination of the sum of the weights can be useful

as if it far from the population size (if known) then it can beindicative of a problem with the calculation of the weights.

50 / 83

Estimator of yU and Properties under SRS

• The weighted estimator is

yU =

∑k∈S wk yk∑

k∈S wk

=

∑k∈S

Nn yk∑

k∈SNn

=

∑k∈S yk

n= y ,

the sample mean, which is reassuring under SRS!• This is an unbiased estimator, i.e.,

E[yU

]= yU ,

where we average over all possible samples we could havedrawn, i.e., over S.

51 / 83

Unbiasedness

• For many designs:∑

k∈S wk = N so we examine the estimator

yU =1N

∑k∈S

wk yk .

• There’s a neat trick in here, we introduce an indicator randomvariable of selection Ik ∼ Bernoulli(πk ):

E[yU

]= E

[1N

∑k∈S

wk yk

]︸︷︷︸

S is random in here

= E

[1N

N∑k=1

Ik wk yk

]︸︷︷︸

Ik are random in here

=1N

N∑k=1

E [Ik ]wk yk =1N

N∑i=1

πk1πk

yk =1N

N∑i=1

yk = yU

52 / 83


• It can be shown that the variance is

var(y) =(

1− nN

) S2

n, (1)

where,

S2 =1

N − 1

N∑k=1

(yk − yU)2.

• Contrast (1) with the model-based variance which is σ2/n.• The factor

1− nN

is the famous finite population correction (fpc) factor.• Because we are estimating a finite population mean, the greater

the sample size relative to the population size, the moreinformation we have (relatively speaking), and so the smaller thevariance.

• In the limit, if n = N we have no uncertainty, because we knowthe population mean!

53 / 83


• The variance of the estimator depends on the populationvariance S2, is unknown, and we estimate using the unbiasedestimator:

s2 =1

n − 1

∑k∈S

(yk − y)2.

• Substitution into (1) gives an unbiased estimator of the variance:

var(y) =(

1− nN

) s2

n. (2)

• The standard error is

SE(y) =

√(1− n

N

) s2

n.

• Note: S2 is not a random variable but s2 is.

54 / 83


• If n, N and N − n are “sufficiently large”2, a 95% asymptoticconfidence interval for yU is

y ± 1.96×√

1− nN

s√n. (3)

• The interval given by (3) is random (across samples) because yand s2 (the estimate of the variance) are random.

• In practice therefore, if n� N, we obtain the same confidenceinterval whether we take a design- or a model-based approach toinference (though the interpretation is different).

2so that the normal distribution provides a good approximation to the samplingdistribution of the estimator

55 / 83

Stratified Sampling

• Simple random samples are rarely taken in surveys becausethey are logistically difficult and there are more efficient designsfor gaining the same precision at lower cost.

• Stratified random sampling is one way of increasing precisionand involves dividing the population into groups called strata anddrawing probability samples from within each one, with samplingfrom different strata being carried out independently.

• An important practical consideration of whether stratifiedsampling can be carried out is whether stratum membership isknown for every individual in the population, i.e., we need asampling frame containing the strata variable.

56 / 83

Rationale for Stratified Sampling

Lohr (2010, Section 3.1) provides a good discussion of the benefits ofstratified sampling, we summarize here.

• Protection from the possibility of a “really bad sample”, i.e., veryfew or zero samples in certain stratum giving anunrepresentative sample.

• Obtain known precision required for subgroups (domains) of thepopulation – this is usual for the DHS.

• For example, from the Kenya DHS sampling manual (KenyaNational Bureau of Statistics, 2015):

“The 2014 KDHS was designed to produce representativeestimates for most of the survey indicators at the national level,for urban and rural areas separately, at the regional (formerprovincial) level, and for selected indicators at the county level.”

57 / 83

Rationale for Stratified Sampling

• Flexible since sampling frames can be constructed differently indifferent strata.

• For example, one may carry out different sampling in urban andrural areas.

• More precise estimates can be obtained if stratum can be foundthat are associated with the response of interest, for example,age and gender in studies of human disease.

• In a national study, the most natural form of sampling may bebased on geographical regions.

• Due to the independent sampling in different stratum, varianceestimation is straightforward, as long as within-stratum samplingvariance estimators are available.

58 / 83

Example: Washington State

• According to the census there were 2,629,126 households inWashington State in the period 2009–2013.

• Consider a simple random sample (SRS) of 2000 households, sothat each household has a

20002629126

= 0.00076,

chance of selection.• Suppose we wish to estimate characteristics of household in all

39 counties of WA.

59 / 83

Example: Washington State

• King (highlighted left) and Garfield (highlighted right) countieshad 802,606 and 970 households so that under SRS we willhave, on average, about 610 households sampled from KingCounty and about 0.74 from Garfield county.

• The probability of having no-one from Garfield County is about22% (binomial experiment), and the probability of having morethan one is about 45%.

• If we took exactly 610 from King and 1 (rounding up) fromGarfield we have an example of proportional allocation, whichwould not be a good idea given the objective here.

• Stratified sampling would allow control of the number of samplesin each county.

60 / 83

Notation

• Stratum levels are denotedh = 1, . . . ,H, so H in total.

• Let N1, . . . ,NH be the knownpopulation totals in the stratumwith

N1 + · · ·+ NH = N,

so that N is the total size of thepopulation.

• In stratified simple randomsampling, the simplest from ofstratified sampling, we take aSRS from each stratum with nh

samples being randomly takenfrom stratum h, so that the totalsample size is

n1 + · · ·+ nH = n.

• We can view stratified SRS as carryingout SRS in each of the H stratum; we letSh represent the probability sample instratum h.

• We also let S refer to the overallprobability sample.

61 / 83

Estimators

• The sampling probabilities for unit k in strata h are

πhk =nh

Nh,

which do not depend on k .• Therefore the design weights are

whk =Nh

nh.

• Note that:

H∑h=1

∑k∈Sh

whk =H∑

h=1

∑k∈Sh

Nh

nh=

H∑h=1

nhNh

nh= N,

so that summing over the weights recovers the population size.

62 / 83

Estimators

• Weighted estimator:

yU =

∑Hh=1

∑k∈Sh

whk yhk∑Hh=1

∑k∈Sh

whk=

H∑h=1

Nh

Nyh

where

yh =

∑k∈Sh

yhk

nh.

• Since we are sampling independently from each stratum usingSRS, we have3

var(yU) =H∑

h=1

(Nh

N

)2(1− nh

Nh

)s2

hnh, (4)

where the within stratum variances are:

s2h =

1nh − 1

∑k∈Sh

(yhk − yh)2.

3using the variance formula for SRS, (2)63 / 83

Weighted Estimation

Recall: The weight wk can be thought of as the number of people inthe population represented by sampled person k .

Example 1: Simple Random SamplingSuppose an area contains 1000 people:• Using simple random sampling (SRS), 100 people are sampled.• Sampled individuals have weight wk = 1/πk = 1000/100 = 10.

Example 2: Stratified Simple Random SamplingSuppose an area contains 1000 people, 200 urban and 800 rural.• Using stratified SRS, 50 urban and 50 rural individuals are

sampled.• Urban sampled individuals have weight

wk = 1/πk = 200/50 = 4.• Rural sampled individuals have weight

wk = 1/πk = 800/50 = 16.

64 / 83

Weighted Estimation

Example 2: Stratified Simple Random SamplingSuppose an area contains 1000 people, 200 urban and 800 rural.• Urban risk = 0.1.• Rural risk = 0.2.• True risk = 0.18.

Take a stratified SRS, 50 urban and 50 rural individuals sampled:

• Urban sampled individuals have weight 4; 5 cases out of 50.• Rural sampled individuals have weight 16; 10 cases out of 50.• Simple mean is 15/100 = 0.15 6= 0.18.• Weighted mean is

4× 5 + 16× 104× 50 + 16× 50

=1801000

= 0.18.

65 / 83

Motivation for Cluster Sampling

For logistical reasons, cluster sampling is an extremely commondesign that is often used for government surveys.

Two main reasons for the use of cluster sampling:• A sampling frame for the population of interest does not exist,

i.e., no list of population units.• The population units have a large geographical spread and so

direct sampling is not logistically feasible to implement forin-person interviews.

• It is far more cost effective (in terms of travel costs, etc.) tocluster sample.

66 / 83

Terminology

• In single-stage cluster sampling or one-stage cluster sampling,the population is grouped into subpopulations (as with stratifiedsampling) and a probability sample of these clusters is taken,and every unit within the selected clusters is surveyed.

• In one-stage cluster sampling either all or none of the elementsthat compose a cluster (PSU) are in the sample.

• The subpopulations are known as clusters or primary samplingunits (PSUs).

• In two-stage cluster sampling, rather than sample all units withina PSU, a further cluster sample is taken; the possible groups toselect within clusters are known as secondary sampling units(SSUs).

• This can clearly be extended to multistage cluster sampling.

67 / 83

Differences Between Cluster and Stratified sampling

Stratified Random Sampling One-Stage Cluster SamplingA sample is taken from every Observe all elements only within thestratum sampled clustersVariance of estimate of yU The cluster is the sampling unit and thedepends on within strata variability more clusters sampled the smaller the

variance – which depends primarily onbetween cluster means

For greatest precision, we want low For greatest precision, high within-clusterwithin-strata variability but large variability and similar cluster means.between-strata variabilityPrecision generally better than SRS Precision generally worse than SRS

68 / 83

Heterogeneity

• The reason that cluster sampling loses efficiency over SRS isthat within clusters we only gain partial information fromadditional sampling within the same cluster, since within clusterstwo individuals tend to be more similar than two individuals withindifferent clusters.

• The similarity of elements within clusters is due to unobserved(or unmodeled) variables.

• The design effect (deff) is often to summarize the effect on thevariance of the design:

deff =Variance of estimator under designVariance of estimator under SRS

,

where in the denominator we use the same number ofobservations as in the complex design in the numerator.

69 / 83

Estimation for One-Stage Cluster Sampling

• We suppose that a SRS of n PSUs is taken.• The probability of sampling a PSU is n/N, and since all the

SSUs are sampled in each selected PSU we have selectionprobabilities and design weights:

πik = Pr( SSU k in cluster i is selected ) =nN

wik = Design weight for SSU k in cluster i =Nn.

Let S represent the set of sampled clusters.

70 / 83

Estimation for One-Stage Cluster Sampling

• Let M0 =∑N

i=1 Mi be the total number of secondary samplingunits (SSUs), i.e., elements in the population, so the populationmean is

yU =1

M0

N∑i=1

Mi∑k=1

yik

• An unbiased estimator is

yU =

∑i∈S∑

k∈Siwik yik

M0.

• Then,

var(yU) =N2

M20

(1− n

N

) s2Tn

where s2T is the estimated variance of the PSU totals.

71 / 83

Two-Stage Cluster Sampling with Equal-ProbabilitySampling

It may be wasteful to measure all SSUs in the selected PSUs, sincethe units may be very similar and so there are diminishing returns onthe amount of information we obtain.

We discuss the equal-probability two stage cluster design:

1. Select a SRS of n PSUs from the population of N PSUs.2. Select a SRS of mi SSUs from each selected PSU, the

probability sample collected will be denoted Si .

72 / 83

Two-Stage Cluster Sampling Weights

• The selection probabilities are:

Pr( k -th SSU in i-th PSU selected ) = Pr( i-th PSU selected )

× Pr( k -th SSU | i-th PSU selected )

=nN× mi

Mi

• Hence, the weights are

wik = π−1ik =

Nn× Mi

mi.

• An unbiased estimator is

yU =

∑i∈S∑

k∈Siwik yik

M0.

• Variance calculation is not trivial, and requires more thanknowledge of the weights.

73 / 83

Variance Estimation for Two-Stage Cluster Sampling

• In contrast to one-stage cluster sampling we have toacknowledge the uncertainty in both stages of sampling; inone-stage cluster sampling the totals ti are known in the sampledPSUs, whereas in two stage sampling we have estimates ti .

• In Lohr (2010, Chapter 6) it is shown that

var(yU) =1

M20

N2(

1− nN

) s2Tn︸︷︷︸

One-stage cluster variance

+Nn

∑i∈S

(1− mi

Mi

)M2

is2

imi︸︷︷︸

Two-stage cluster variance

(5)

where• s2

T is the estimated variance of the cluster totals,• s2

i is the estimated variance within the i-th PSU.

• In most software packages, the second term in (5) is ignored,since it is small when compared to the first term, when N is large.

74 / 83

The Jackknife

• The jackknife is a very general technique for calculating thevariance of an estimator.

• The basic idea is to delete portions of the data, and then fit themodel on the remainder – if one repeats this process for differentportions, one can empirically obtain the distribution of theestimator.

• The key is to select the carefully select the portion of the data sothat the design is respected.

• We describe in the context of multistage cluster sampling.• Observations within a PSU should be kept together when

constructing the data portions, which preserves the dependenceamong observations in the same PSU.

75 / 83

The Jackknife for Multistage Cluster Sampling

• Assume we have H strata and nh PSUs in strata h, and assumePSUs are chosen with replacement.

• To apply the jackknife, delete one PSU at a time.• Let µ(hi) be the estimator when PSU i of stratum h is omitted.• To calculate µ(hi) we define a new weight variable:

wk(hi) =

wk(hi) if observation k is not in stratum h0 if observation k is in PSU i of stratum h

nhnh−1 wk if observation k is not in PSU i but in stratum h

Then we can use the weights wk(hi) to calculate µ(hi) and

VJK(µ) =H∑

h=1

nh − 1nh

nh∑i=1

(µ(hi) − µ)2.

76 / 83

Multistage Sampling in the DHS

• A common design in national surveys is multistage sampling, inwhich cluster sampling is carried out within strata.

• DHS Program: Typically, 2-stage stratified cluster sampling:• Strata are urban/rural and region.• Enumeration Areas (EAs) sampled within strata (PSUs).• Households within EAs (SSUs).

• Weighted estimators are used and a common approach tovariance estimation is the jackknife (Pedersen and Liu, 2012)

• In later lectures, we will show how model-based inference can becarried out for the DHS.

77 / 83

Use of Auxiliary Information

78 / 83

Synthetic EstimatesMany approaches have been suggested to obtain estimators withgreater precision – we discuss three, to give a flavor.

We consider estimation of a generic mean in area i .

• Synthetic Estimator:

Y syni =

1Ni

Ni∑k=1

x Tik B,

where

B =

n∑i=1

∑k∈Si

wik x Tik x ik

−1n∑

i=1

∑k∈Si

wik x Tik yik .

• Note: Covariates needed for all of population.• Assumes regression model is appropriate for all areas.• In general gives high precision estimates – variance is O(1/n),

but possibility of large bias.79 / 83

Survey-Regression Estimates

• Survey-Regression Estimator:In order to deal with the potential large bias, the bias is estimatedto give

Y s−ri =

1Ni

Ni∑k=1

x Tik B +

1Ni

∑k∈Si

wik (yik − x Tik B)

= Y hti + (X i − X

ht

i )TB

where Y hti and X

ht

i are the Horvitz-Thompson estimates of Y Uiand X i .

• Variance is unfortunately O(1/ni).• Composite estimator is of the form

Ycom

i = δi Y s−ri + (1− δi)Y

syni

with 0 ≤ δi ≤ 1 estimated in such a way that for larger ni we havelarger δi .

80 / 83

Discussion

81 / 83

Discussion

• SAE is often based on samples collected under a complexdesign, and if this case one must account for the design in theanalysis.

• Direct (weighted) estimates are the starting point for analysis,and will be suitable, if the sample size is sufficiently large.

• Variance estimation that accounts for the design has been atopic of much research.

• However, for the major designs (e.g., SRS, stratified SRS, clustersampling, multistage sampling), weighted estimates and theirvariances are available within all the major statistical packages.

82 / 83

Discussion

• When the variance is large, because of small sample sizes, wewould like to use smoothing methods, with Bayes being aconvenient way to do this – this is the topic of the next lecture.

• We will also consider how covariate information can be used.

• The majority of survey sampling texts take a design-based viewof inference – this is a different paradigm to model-basedinference, for which most spatial statistical models weredeveloped!

• Later we will see how spatial methods can incorporate the surveydesign.

83 / 83

References

Diggle, P. J. and Giorgi, E. (2019). Model-based Geostatistics forGlobal Public Health: Methods and Applications. Chapman andHall/CRC.

Hajek, J. (1971). Discussion of, “An essay on the logical foundationsof survey sampling, part I”, by D. Basu. In V. Godambe andD. Sprott, editors, Foundations of Statistical Inference. Holt,Rinehart and Winston, Toronto.

Horvitz, D. and Thompson, D. (1952). A generalization of samplingwithout replacement from a finite universe. Journal of the AmericanStatistical Association, 47, 663–685.

Kenya National Bureau of Statistics (2015). Kenya Demographic andHealth Survey 2014. Technical report, Kenya National Bureau ofStatistics.

Lohr, S. (2010). Sampling: Design and Analysis, Second Edition.Brooks/Cole Cengage Learning, Boston.

Pedersen, J. and Liu, J. (2012). Child mortality estimation:Appropriate time periods for child mortality estimates from full birthhistories. PLoS Medicine, 9, e1001289.

Rao, J. (2003). Small Area Estimation. John Wiley, New York.83 / 83

Rao, J. and Molina, I. (2015). Small Area Estimation, Second Edition.John Wiley, New York.

Song, L., Mercer, L., Wakefield, J., Laurent, A., and Solet, D. (2016).Peer reviewed: Using small-area estimation to calculate theprevalence of smoking by subcounty geographic areas in KingCounty, Washington, behavioral risk factor surveillance system,2009–2013. Preventing Chronic Disease, 13.

83 / 83

Documents

2021 SISCER Module 2 Small Area Estimation: Lecture 1