Complex Designs

PUBHBIO 7225 Lecture 15

Outline

Topics

  • Combining Design Features

  • Calculating Sample Weights

Activities

  • 15.1 Weighting a Complex Survey

Assignments

  • Problem Set 4 due Thursday 10/23/2025 11:59pm via Carmen
    (this is after fall break)

Complex Surveys

  • Generally speaking, most surveys combine multiple of the features we have covered:

    • Simple random sampling (without replacement)

    • Stratification

    • Cluster sampling

    • Probability Proportional to Size sampling

  • Many large-scale surveys are stratified multistage designs where:

    1. PSUs are grouped into strata

    2. PSUs are sampled (often via PPS) independently within each stratum

    3. SSUs are sampled (often via SRS) from within each selected PSU

    4. Tertiary sampling units (TSUs) are sampled from within each selected SSU… etc.

  • Technically, you could assemble the various formulae we have used for each of these different sampling techniques to (hand-)calculate point estimates and variance estimates for population-level quantities.

    • But obviously nobody does this anymore! Thank you, computers.

Example: Estimating Use of Bed Nets in Rural Gambia

Goal: Estimate percent of beds using netting (Malaria prevention) in rural Gambia
(D’Alessandro et al., (1994). Nationwide survey of bednet use in rural Gambia. Bulletin of the World Health Organization, 72, 391-394.)

  • Stage 1:

    • Stratify districts by region: Western, Central, Eastern

    • Take a PPS sample of 5 districts within each stratum, with population size in each district as the size variable (from national census data)

  • Stage 2:

    • Stratify villages by whether or not they had a primary health care (PHC) facility

    • Take a PPS sample of 2 villages within each stratum, with population size in each village as the size variable (from national census data)

  • Stage 3:

    • Select 6 compounds per village via SRS

    • Record the number of beds and how many had nets within each compound

PSU = ? SSU = ? TSU = ?

Example: A Picture

Let’s draw this design:

Example: Estimation

To estimate the total number of beds in rural Gambia that use netting, start from the last stage and work backwards:

  1. Record total number of beds with nets for each compound (TSU)

  2. Estimated total number of beds with nets for each village (SSU): (# compounds in village) \(\times\) (average # beds w/nets per compound)

  3. Estimated total number of beds with nets for PHC villages: \[\sum_{\text{selected villages in PHC stratum}} \frac{\text{estimated total number of beds for the village (step 2)}}{\text{probability of selection from PPS}}\] Repeat for non-PHC villages

  4. Estimated total number of beds with nets in each district (PSU): \[\text{estimated total in PHC villages (step 3)} + \text{estimated total in non-PHC villages (step 3)}\]

  5. Estimated total number of beds with nets in Eastern region: \[\sum_{\text{selected districts in Eastern stratum}} \frac{\text{estimated total number of beds for the district (step 4)}}{\text{probability of selection from PPS}}\] Repeat for Central and Western regions

  6. Estimated overall total: \(\text{Estimated total in Eastern} + \text{Estimated total in Central} + \text{Estimated total in Western}\) (step 5)

Weights: The Easier Way

  • We can calculate sampling weights to avoid the (ugly) process of working backwards through the stages to get to the ultimate total

  • Fortunately, the principles of conditional probability make this straightforward

  • Start with the probability of selection: \[\begin{aligned} P(\text{TSU }k&\text{ in SSU }j\text{ in PSU }i\text{ selected}) = \\ &= P(\text{PSU }i\text{ selected}) \times P(\text{SSU }j\text{ selected }|\text{ PSU }i\text{ selected}) \times P(\text{TSU }k\text{ selected }|\text{ PSU }i\text{ and SSU }j\text{ selected})\\ \pi_{ijk} &= \pi_{i} \times \pi_{j|i} \times \pi_{k|ij} \end{aligned}\]

  • From here obtain the weights: \[w_{ijk} = \frac{1}{P(\text{TSU }k\text{ in SSU }j\text{ in PSU }i\text{ selected})} = \frac{1}{\pi_{ijk}}\]
  • These weights (inverse of selection probabilities) are often called the base weights

  • Often, post-survey adjustments to the weights are done to provide the final weights used for analysis

    • Poststratification, adjustments for nonresponse, other adjustments (e.g., for under- or over-coverage)

Weights (con’t)

  • Point estimates can be obtained using just the weights

    • As with all of our designs considered so far, estimates can be written in terms of sampling weights: \[\hat{t}= \sum_{i \in S} w_i y_i \qquad \qquad \hat{\bar{y}} = \frac{\hat{t}}{\sum_{i \in S} w_i} = \frac{\sum_{i \in S} w_i y_i}{\sum_{i \in S} w_i}\] Here, \(i\) indexes the observation unit (could be PSU, SSU, TSU, etc.)
      (This general notation works for any design and avoids complex notation like \(y_{ijk}\))
  • Variance estimates (with-replacement approximation) require full design information:

    • weights

    • stratification information

    • clustering information

      • If without-replacement design was used, approximation will usually only be slightly conservative
  • Without replacement variance estimates also require the joint/pairwise inclusion probabilities

Example: Calculating Sampling Weights

  • Sampling weights only need to be calculated for the units that end up in the sample

  • Sampling weights for units not in the sample are 0

  • Suppose I have the following two-stage design:

    • Stage 1: select 3 geographic regions via PPS (based on population size)

      • The total population size across all PSUs is 10,000
    • Stage 2: stratify people in the regions into two strata: younger (19-64) and older (65+)

      • Select 10 people in each stratum via SRS

  • In this design, PSU = geographic region and SSU = person

  • Total sample size = 3 regions \(\times\) 2 strata \(\times\) 10 people per stratum = 60

  • Let’s calculate the sampling weights for the 60 sampled people

Example (con’t)

  • My 3 sampled regions (PSUs) are →

  • Total population size = 10,000

Region Population # Young # Older Sample # Young # Older
1 1000 800 200 20 10 10
2 850 400 450 20 10 10
3 150 110 40 20 10 10
  • For a Young person in Region (PSU) 1

    • First stage (PPS):   \(P(\text{PSU }1\text{ selected}) = \pi_i = n \psi_i = n \frac{M_i}{\sum_{i=1}^N M_i} = 3 \times \frac{1000}{10000} = 0.3\)

    • Second stage (SRS within stratum): \[P(\text{Young person }j\text{ selected }| \text{ PSU }1\text{ selected}) = \pi_{j|1}^{Y} = \frac{\text{\# of Younger people selected in PSU } 1}{\text{\# of Younger people in PSU }1} = \frac{10}{800} = 0.0125\]

    • Overall selection probability = product of first and second stage probabilities \[P(\text{Young person }j\text{ in PSU }1\text{ selected}) = \pi_{1j}^{Y} = \pi_1 \times \pi_{j|1}^{Y} = 0.3 \times 0.0125 = 0.00375\]

    • Sampling Weight:   \(\displaystyle w_{1j}^{Y} = \frac{1}{\pi_{1j}^{Y}} = \frac{1}{0.00375} = 266.67\)

Example (con’t)

  • My 3 sampled regions (PSUs) are →

  • Total population size = 10,000

Region Population # Young # Older Sample # Young # Older
1 1000 800 200 20 10 10
2 850 400 450 20 10 10
3 150 110 40 20 10 10
  • Let’s work through another one:

Example (con’t)

  • You can alternatively calculate the weights for each stage and multiply them, because (for a general case): \[\pi_{ijk} = \pi_{i} \times \pi_{j|i} \times \pi_{k|ij}\] and thus \[w_{ijk} = \frac{1}{\pi_{ijk} }= \frac{1}{\pi_{i} \times \pi_{j|i} \times \pi_{k|ij}} = \frac{1}{\pi_{i}} \times \frac{1}{\pi_{j|i}} \times \frac{1}{\pi_{k|ij}} = w_i \times w_{j|i} \times w_{k|ij}\]

  • For the example, Young person in Region (PSU) 1:

    • PSU 1:   \(w_1 = \frac{1}{\pi_1} = \frac{1}{0.3} = 3.3333\)

    • Young person \(j\) within PSU 1: \(w_{j|1}^{Y} = \frac{1}{\pi_{j|1}^{Y}} = \frac{1}{0.0125} = 80\)

    • Overall weight: \(w_{1j}^{Y}=w_1\times w_{j|1}^{Y} = 3.3333 \times 80 = 266.67\) (same answer)

Estimating a Total (or Mean) in a Complex Design

  • Suppose we have a complex design involving:

    1. Dividing the population into \(H\) strata: \(h=1,\dots,H\)

    2. Sampling \(n_h\) PSUs within stratum \(h\): \(i=1,\dots,n_h\)

    3. Sampling \(m_{hi}\) SSUs within PSU \(i\) within stratum \(h\): \(j=1,\dots, m_{hi}\)

  • \(w_{hij}\) = weight for SSU \(j\) in PSU \(i\) in stratum \(h\)

  • \(y_{hij}\) = outcome for SSU \(j\) in PSU \(i\) in stratum \(h\)

  • Estimated total = sum up the product of the sampling weights \((w_{hij})\) and the outcome \((y_{hij})\) over all the sampled SSUs within each sampled PSU within each stratum: \[\hat{t}_{HT} = \underbrace{\sum_{h=1}^H}_{\text{strata }} \underbrace{\sum_{i=1}^{n_h}}_{\text{ PSUs }} \underbrace{\sum_{i=1}^{m_{hi}}}_{\text{ SSUs }} w_{hij} y_{hij}\]

  • Estimated mean would use the ratio estimator or the unbiased estimator – what are the denominators?

Activity 15.1

Weighting a Complex Survey