sps: Stratified sequential Poisson sampling

Description

Draw a stratified probability-proportional-to-size sample using the sequential and ordinary Poisson methods, and generate other order sampling schemes.

Usage

sps(x, n, strata = NULL, prn = NULL, alpha = 0.001, cutoff = Inf)
ps(x, n, strata = NULL, prn = NULL, alpha = 0.001, cutoff = Inf)
order_sampling(dist)

Value

sps() and ps() return an object of class sps_sample. This is an integer vector of indices for the units in the population that form the sample, along with a weights attribute that gives the design (inverse probability) weights for each unit in the sample (keeping in mind that sequential Poisson sampling is only approximately probability-proportional-to-size). weights() can be used to access the design weights attribute of an sps_sample object, and levels() can be used to determine which units are in the take-all or take-some strata. Mathematical and binary/unary operators strip attributes, as does replacement.

order_sampling returns a function the with the same interface as sps() and ps().

Arguments

x: A positive and finite numeric vector of sizes for units in the population (e.g., revenue for drawing a sample of businesses).
n: A positive integer vector giving the sample size for each stratum, ordered according to the levels of strata. A single value is recycled for all strata. Non-integers are truncated towards 0.
strata: A factor, or something that can be coerced into one, giving the strata associated with units in the population. The default is to place all units into a single stratum.
prn: A numeric vector of permanent random numbers for units in the population, distributed uniform between 0 and 1. The default does not use permanent random numbers, instead generating a random vector when the function is called.
alpha: A numeric vector with values between 0 and 1 for each stratum, ordered according to the levels of strata. Units with inclusion probabilities greater than or equal to 1 - alpha are set to 1 for each stratum. A single value is recycled for all strata. The default is slightly larger than 0.
cutoff: A positive numeric vector of cutoffs for each stratum, ordered according to the levels of strata. Units with x >= cutoff get an inclusion probability of 1 for each stratum. A single value is recycled for all strata. The default does not apply a cutoff.
dist: A function giving the fixed order distribution shape for an order sampling scheme. See details.

Details

The sps() function draws a sample according to the sequential Poisson procedure, the details of which are given by Ohlsson (1998). It is also called uniform order sampling, as it is a type of order sampling; see Rosén (1997, 2000) for a more general presentation of the method. This is the same method used by PROC SURVEYSELECT in SAS with METHOD = SEQ_POISSON.

For each stratum, the sequential Poisson procedure starts by stratifying units in the population based on their (target) inclusion probabilities \(\pi\). Units with \(\pi = 0\) are placed into a take-none stratum, units with \(0 < \pi < 1\) are placed into a take-some stratum, and units with \(\pi = 1\) are placed into a take-all stratum. As noted by Ohlsson (1998), it can be useful to set \(\alpha\) to a small positive value when calculating inclusion probabilities, and this is the default behavior.

After units are appropriately stratified, a sample of take-some units is drawn by assigning each unit a value \(\xi = u / \pi\), where \(u\) is a random deviate from the uniform distribution between 0 and 1. The units with the smallest values for \(\xi\) are included in the sample, along with the take-all units. (Ties in \(\xi\) are technically a measure-zero event---in practice these are broken by position.) This results in a fixed sample size at the expense of the sampling procedure being only approximately probability-proportional-to-size (i.e., the inclusion probabilities from the sample design are close but not exactly equal to \(\pi\); see Matei and Tillé, 2007, for details on the exact computation).

Ordinary Poisson sampling follows the same procedure as above, except that all units with \(\xi < 1\) are included in the sample; consequently, while it does not contain a fixed number of units, the procedure is strictly probability-proportional-to-size. Despite this difference, the standard Horvitz-Thompson estimator for the total (of the take-some stratum) is asymptotically unbiased, normally distributed, and equally efficient under both procedures. The ps() function draws a sample using the ordinary Poisson method.

A useful feature of sequential and ordinary Poisson sampling is the ability to coordinate samples by using permanent random numbers for \(u\). Keeping \(u\) fixed when updating a sample retains a larger number of overlapping units, whereas switching \(u\) for \(u - z \bmod 1\) or \(1 - (u - z \bmod 1)\), for some \(z\) between 0 and 1, when drawing different samples from the same frame reduces the number of overlapping units.

Despite the focus on sequential Poisson sampling, all order sampling procedures follow the same approach as sequential Poisson sampling. The order_sampling() function can be used to generate other order sampling functions by passing an appropriate function to make the ranking variable \(\xi\):

Sequential Poisson sampling: \(x) x
Successive sampling: \(x) log(1 - x)
Pareto sampling: \(x) x / (1 - x)

References

Matei, A., and Tillé, Y. (2007). Computational aspects of order \(\pi\)ps sampling schemes. Computational Statistics & Data Analysis, 51: 3703-3717.

Ohlsson, E. (1998). Sequential Poisson Sampling. Journal of Official Statistics, 14(2): 149-162.

Rosén, B. (1997). On sampling with probability proportional to size. Journal of Statistical Planning and Inference, 62(2): 159-191.

Rosén, B. (2000). On inclusion probabilities for order \(\pi\)ps sampling. Journal of Statistical Planning and Inference, 90(1): 117-143.

Examples

Run this code

# Make a population with units of different size
x <- c(1:10, 100)

#---- Sequential Poisson sampling ----
# Draw a sequential Poisson sample
(samp <- sps(x, 5))

# Get the design (inverse probability) weights
weights(samp)

# All units except 11 are in the take-some (TS) stratum
levels(samp)

# Ensure that the top 10% of units are in the sample
sps(x, 5, cutoff = quantile(x, 0.9))

#---- Ordinary Poisson sampling ----
# Ordinary Poisson sampling gives a random sample size for the
# take-some stratum
ps(x, 5)

#---- Stratified Sequential Poisson sampling ----
# Draw a stratified sample with a proportional allocation
strata <- rep(letters[1:4], each = 5)
(allocation <- prop_allocation(1:20, 12, strata))
(samp <- sps(1:20, allocation, strata))

# Use the Horvitz-Thompson estimator to estimate the total
y <- runif(20) * 1:20
sum(weights(samp) * y[samp])

#---- Useful properties of Sequential Poisson sampling ----
# It can be useful to set 'prn' in order to extend the sample
# to get a fixed net sample
u <- runif(11)
(samp <- sps(x, 6, prn = u))

# Removing unit 5 gives the same net sample
sps(x[-samp[5]], 6, prn = u[-samp[5]])

# Also useful for topping up a sample
all(samp %in% sps(x, 7, prn = u))

#---- Other order-sampling methods ----
# Generate new order-sampling functions from the parameters of
# the inverse generalized Pareto distribution
igpd <- function(shape, scale = 1, location = 0) {
  if (shape == 0) {
    function(x) -scale * log(1 - x) + location
  } else {
    function(x) scale * (1 - (1 - x)^shape) / shape + location
  }
}

order_sampling2 <- function(x) order_sampling(igpd(x))

order_sampling2(1)(x, 6, prn = u) # sequential Poisson
order_sampling2(0)(x, 6, prn = u) # successive
order_sampling2(-1)(x, 6, prn = u) # Pareto

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