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HU Credits:
3
Degree/Cycle:
1st degree (Bachelor)
Responsible Department:
Statistics
Semester:
2nd Semester
Teaching Languages:
Hebrew
Campus:
Mt. Scopus
Course/Module Coordinator:
Aryeh Reiter
Coordinator Office Hours:
By individual appointments with the students
Teaching Staff:
Dr. Arieh Reiter
Course/Module description:
The course deals with methods for estimating variances of estimators obtained from complex samples from finite populations. Resampling methods for variance estimation will be mainly focused.
Course/Module aims:
Passing the knowledge of how to estimate variances of linear or nonlinear estimators obtained from complex samples that are used in official statistics institutes
Learning outcomes - On successful completion of this module, students should be able to:
1.Analyze effects of sampling methods on sampling distribution of various estimators.
2.Estimate variances of mean, total, ratio, regression, percentiles and other complex estimators used in official statistical institutes.
Attendance requirements(%):
No attendance required
Teaching arrangement and method of instruction:
A lecture, with homework assignments
Course/Module Content:
Quick review of basic concepts associated with population, sample, estimators, and basic sampling methods.
Estimation methods: Horvitz-Thompson, calibration of weights.
Commonly used methods for variance estimation: Direct methods for linear estimators, Taylor expansion for nonlinear estimators.
Resampling methods for variance estimation: Random groups, BRR, jackknife, bootstrap.
Methods for variance estimation in systematic samples.
Required Reading:
No required reading
Additional Reading Material:
Textbooks:
Wolter, Kirk M.(1985): Introduction to Variance Estimation
Course/Module evaluation:
End of year written/oral examination 40 %
Presentation 0 %
Participation in Tutorials 0 %
Project work 40 %
Assignments 20 %
Reports 0 %
Research project 0 %
Quizzes 0 %
Other 0 %
Additional information:
The course is for graduate students as well.
Final exam. 40%
Mid-term written task 40%
Homework assignments 20%
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