Difference-based variance estimator for nonparametric regression in complex surveys

作者：Lu Yan^*

来源：Journal of Statistical Computation and Simulation, 2014, 84(2): 335-343.

DOI：10.1080/00949655.2012.708344

• asymptotic property
• combined inference framework
• complex surveys
• difference-based variance estimator
• nonparametric regression
• simulation

A difference-based variance estimator is proposed for nonparametric regression in complex surveys. By using a combined inference framework, the estimator is shown to be asymptotically normal and to converge to the true variance at a parametric rate. Simulation studies show that the proposed variance estimator works well for complex survey data and also reveals some finite sample properties of the estimator.

• 出版日期2014-2-1