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F kl þ 1
M þ 1 , k 6 ¼ l 2 U
π kl ¼
;
ð 7
:
21 Þ
where F kl denotes the number of times that units k and l jointly appear in the
M samples. Using the same considerations as the estimator of the total, an asymp-
totically unbiased estimator of the variance V HT , M t HT , M
ð
Þ is obtained by substitu-
ting
π kl in Eqs. (1.27) or (1.30).
When the asymptotic equivalence of the estimator has been established, we still
need to define how many samples ( M) we need to guarantee a sufficient approxi-
mation of the HT estimators.
We can use the quantity LðÞ ¼ MSE t HT , M
π kl with
ÞV t H ðÞ
V t H ðÞ as a relative
j
ð
j=
index of efficiency. Fattorini ( 2006 ) showed that
"
#
9
M þ 2
1
CV t H ðÞ
LðÞ
1 þ
;
ð 7
:
22 Þ
ð
Þπ 0
2
f
g
1 = 2
π k and CV t H ðÞ ¼ V t H ðÞ
where π 0 ¼ min
f
g
=
t . Moreover, they showed that the
absolute relative bias (ARB) of t HT , M is
E t HT , M
j
ð
Þt
j
1
M þ 2
ARB t HT , M
ð
Þ ¼
Þπ 0 :
ð 7
:
23 Þ
t
ð
If V HT , M t HT , ð Þ is higher than the HT variance, it is reasonable to assume that there
is additional uncertainty due to the estimation of
π kl . It follows that
1
ARB V HT , M t HT , M
ð
Þ
2 ;
ð 7
:
24 Þ
Þπ 00 CV t H ðÞ
ð
M þ 2
f
g
where
π kl . These expressions can be used to fix upper bounds for the loss
in efficiency and the bias of t HT , M , as functions of the computational effort needed
in terms of M . The main drawback of this approach is that if we assume extremely
precautionary values for CV t H ðÞ and
π 00 ¼ min
π 0 , billions of sample replications are needed
to ensure the required approximations, which would impose prohibitive costs. An
even greater effort is typically needed to bound Eq. ( 7.24 ), particularly if some
second-order probabilities are very small. For these reasons, an adaptive algorithm
has been developed to speed up the update of M using only the results of previous
sample selections (Fattorini 2009 ).
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