Ah. Dorfman, A NOTE ON VARIANCE-ESTIMATION FOR THE REGRESSION ESTIMATOR IN DOUBLE SAMPLING, Journal of the American Statistical Association, 89(425), 1994, pp. 137-140
Double sampling of a finite population occurs when a sample from the p
opulation is itself sampled, with the intent of measuring variates in
the subsample not already available in the sample. An important exampl
e is the regression estimator for means or totals, which uses values o
f an auxiliary variable from the full sample to estimate the mean of a
variable of interest that is available only on the subsample. This ar
ticle concerns estimation of the variance, of the regression estimator
. The estimators of variance recommended by Cochran rely solely on the
subsample data at least to first order. This article note proposes va
riance estimators that make better use of the entire sample.