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1、JSM2014-SurveyResearchMethodsSectionOnWeightSmoothingintheCurrentEmploymentStatisticsSurveyOctober2014JulieGershunskaya,MichaelSverchkovBureauofLaborStatistics,2MassachusettsAve.NE,Washington,DC,20212AbstractThesamplingweightintheCurrentEmploymentStatisticsSurveyisdete
2、rminedatthetimeofsampleselection.Itdependsonaunit’sState,industry,andsizeclass.However,thepopulationofbusinessesishighlydynamic.Establishmentsconstantlygroworcontract;sometimestheyalsochangetheirindustrialclassificationorgeographicallocation.Eventhenumberofpopulationun
3、itsisnotfixedbutcontinuouslychangesovertime.Aunitmaychangeitssizeclassatthetimeofestimationorthecontentoftheoriginalstratummaychange.Undersuchcircumstances,applicationoftheoriginalsurveyweightsmayincreasevolatilityofsurveyestimates.Inthispaperweinvestigateifthesurveyes
4、timatescanbeimprovedbyadjustingtheoriginalweights.KeyWords:samplingweights,extremeobservation,businesssurvey,stratumjumper1.IntroductionUndertheclassicaldesign-basedapproachtoinferencesfromsurveysampling,thesamplingweightsaredefinedatthedesignstageofasurveyandviewedasn
5、on-randomquantitiesattheestimationstage.Incontrast,PfeffermannandSverchkov(1999)andBeaumont(2008)viewthesamplingweightsasrealizationsofarandomvector.Thisallowsmodelingtheweightsandapplyinganew“smoothed”setofweightsestimatedfromthemodel.Theapproachhasthepotentialforthei
6、mprovedefficiencycomparedtotheestimatorbasedontheoriginalweights.Consideraversionoftheexpansionestimatorforthepopulationtotal,whereasetofsmoothedweightsisusedinplaceoftheoriginalsamplingweights.Themethodhasthepotentialtogivegoodresultswhenthenewweightsarebetterrelatedt
7、otheresponsevariable.Theusuallayperson’sinterpretationofthesamplingweightsintheexpansionestimatorgoesasfollows:thinkofsampleunit’sweightasthenumberofcorrespondingunitsinthepopulationhavingthesamevalueofthesampleunit’sresponsevariable.Ifthiscorrespondencewouldholdexactl
8、yforallsampleunits,thenthesampleweightedestimatorprovidesaperfectestimatorofthepopulationtotal.It“estimates”thetotalw