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math.ST updates on arXiv.org

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Bootstrapping Two-phase Sampling
Takumi Saegusa · 2014-06-21 · via math.ST updates on arXiv.org

We propose a nonparametric bootstrap procedure for two-phase stratified sampling without replacement. In this design, a weighted likelihood estimator is known to have smaller asymptotic variance than under the convenient assumption of independence often made in practice. Variance estimation, however, has not been well studied for semiparametric models where variance may not have a closed form. Motivated by semiparametric inference, we establish conditional weak convergence of bootstrap inverse probability weighted empirical processes with several variants of calibration. Two main obstacles to applying existing bootstrap empirical process theory are the dependent and biased sample due to sampling design, and the complex limiting processes of the linear combinations of Brownian bridge processes. To address these issues, the proposed bootstrap weights take the form of the product of two weights corresponding to randomness from each phase and stratum. We apply our bootstrap to weighted likelihood estimation and establish two Z-theorems for a general semiparametric model where a nuisance parameter can be estimated either at a regular or a non-regular rate. We show different bootstrap calibration methods proposed in the survey sampling literature yield different bootstrap asymptotic distributions.