Multistage Sampling

Outline
Features of Multi-stage Sample Designs Selection probabilities in multistage sampling Estimation of parameters Calculation of standard errors Efficiency of multi-stage samples
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Introduction
Multi-stage sampling means what its name suggests -> there are multiple stages in the sampling process The number of stages can be numerous, although it is rare to have more than 3 For this topic we will concentrate on two-stage sampling

Sampling Units in Multi-stage Sampling

First-stage sampling units are called primary sampling units or PSUs. Second-stage sampling units are called secondary sampling units or SSUs. Last-stage sampling units are called ultimate sampling units or USUs.

4-stage Sampling (example)

Villages
A

EAs

Dwelling
A

Persons

C
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Your Examples
Estimation Domains Stratification Number of stages Sampling units for each stage Sample selection scheme in each stage Sampling frames used in each stage

Example: Maldives HIES 2002

Two-Stage Sampling
Stage One. Select sample of clusters from population of clusters.
Using any sampling scheme, usually: SRSWOR, PPSWR, LSS

Stage Two. Select sample of elements within each of the sample clusters.
Language: also referred to as subsample of elements within a cluster Subsampling can be done also using any sampling scheme
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Most Large-Scale Surveys Use Multi-stage Sampling Because Sampling frames are available at higher
stages but not for the ultmate sampling units. Construction of sampling frames at each lower stage becomes less costly. Cost efficiency with use of clusters at higher stages of selection Flexibility in choice of sampling units and methods of selection at different stages Contributions of different stages towards 9 sampling variance may be estimated

Probabilities of Selection
Probability that an element in the population is selected in a 2-stage sample is the product of
Probability that the cluster to which it belongs is selected at the first stage Probability that the element is selected at the second stage given that the cluster to which it belongs is selected at the first stage

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Example: Two-Stage Samples

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Estimation Procedures: Illustrations

SRS at stage 1 and SRS at stage 2 SRS at stage 1 and LSS at stage 2 (b from B) PPSWR at stage 1 and SRS at stage 2 (b from B)
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SRS SRS: Estimation of Total

Estimator of Total Variance of Estimator
= A1 1 VY a

Y1 s

A a A a = Y = B y a =1 a =1
1 A

()

1 1 A A 1 1 1 1 Sb + B S A a =1 b B

1 Sb = 1( Y Y ) A 1=
1 B

1 S = =1(Y Y ) B 1

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SRS SRS: Variance of Estimator

= A1 1 VY a

()

1 1 A A 1 1 1 1 Sb + B S A a =1 b B

Total variability = Variability among PSUs + Variability of SSUs

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Sources of Variation = {PSUs} + {SSUs}

SRS-SRS: Estimating Estimator Variance for Total of Variance of Estimator

1 1 1A a v Y = 1 A bs a A a=1

( )

+
a

1 1 B b B
1

1 1 sb = 1 Y a 1Y a 1= =
1 a 1 b b

1 1 s = y b y b 1 1 = 1 =

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Each PSU has same number of elements, B Subsample of b elements is 1 1 a b Sw = 1 a =1 y selected Sb 1 Y V Y A a + B ab a =1

SRS-SRS: Estimating a Mean

()
A

where

1 S = (Y Y ) A 1 1 = 1A 1 1 B 1 1 S w = S ; S = Y 1 ( Y A =1 B 1 =
1 b

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 with variance estimate 1 1

= 1 a v Y A
a

()

1 s = =1 a1
1 b

s b a

y Y 1 1 s = ( b 1
b

b sw + 1 B ab

1a 1 1 sw = s ; a =1

1 =

y )

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SRS-SRS: Population Mean (1)

PSUs have unequal sizes a
= 1 B y Y1 aB =1
A

) =( 1 1 + 1 V (Y1 )S 11 b a A aA

1 B 1 1 (1 B )S B b =1

) = ( 1 1 s 1 + 1 B ( 1 1) s 1 v(Y1 )1 B b B b a A aA =1
a

1 1

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SRS-SRS: Population Mean (2)

PSUs have unequal sizes a
=1 y Y1 a = 1

1 A )= bias( Y1 1 ( B B)Y AB =

) = ( 1 1 S1 + 1 ( 1 1) S1 V (Y1 ) 1 1 b B b a A aA =
A
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SRS-SRS: Population Mean (3)

a PSUs have unequal sizes

Y1=

B
=1 a =1

1 1 1 1 A 1 1 1 1 V (Y1) = ( ) S1 + 1 B ( ) S b a A B aA =1 b B
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SRS-LSS: Estimation of Mean =1 y Y a

a =1

1 1 A1 1 1 1 V Y = b s + 1 ( =A a A ab B 1

()

1 S

( ))

1 + b

s v Y a

( )

1 b

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PPSWR-SRS: Estimation of Total

1 Y Y= a =1 p
a

; Y = B y
a 1

Y 1 v Y = Y p a ( a 1 =1 )

( )

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Design Effect for 2stage Sample

) = Vclu ( Y ) 1 +( B1 ) DEFF ( Y clu Vsrs ( Y )

If is positive, the design effect decreases as the subsample size b decreases. For fixed n=ab, the smaller the sub-sample size and, hence, the larger the number of clusters included in the sample, the more

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Designing a Cluster Sample

What overall precision is needed? What size should the psus be? How many ssus should be sampled in each psu selected for the sample? How many psus should be sampled?
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Choosing psu Size

Often a natural unit not much choice Larger the psu size, more variability within a psu
ICC is smaller for large psu compared to small psu but, if psu size is too large, less cost efficient

Need to study relationship

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Optimum Sample Sizes (1)

Goal: get the most information (and hence, more statistically efficient) for the least cost Illustrative example: PSUs with equal sizes, SRSWOR at both stages
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Optimum Sample Sizes (2) 1 1

Variance function Cost function

Sb S w V + a ab C = C1+ ac1+ abc1

Minimize V subject to given cost C*

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Optimum Sample Sizes (3)

Minimize V subject to given cost C* Optimum a=a* b* = and b=b*

c1 w / c1 b1 S1 S

a* =

Sb1 * (C C1) c1 cS + c S
1 1 b 1 1 w

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Optimum Sample Sizes (4)

Optimum b=b*

c1 S c11 roh b* = = c1 S c1 roh

1 w 1 b

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