Estimation of Variances of Averages Based on Overlapping Samples in Repeated Surveys
by Benoit Quenneville of Statistics Canada, and
Introduction: Surveys carried out by government agencies to obtain information on economic and social trends are usually repeated either monthly or quarterly. Since the surveys are expected to provide both estimates of levels and changes, they are based on overlapping samples. The amount of overlap between two periods of time is usually specified in advance, but also depends on births and deaths in the population. Quite often there is a need to produce annual averages of the monthly estimates, especially if the results of a single sample are subject to large sampling errors.
Published in: Proceedings of the Survey Research Methods Section, American Statistical Association, (1984), pp. 189-194.