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| Author: | Cheng, R. C. H. Davenport, T. |
| Title: | The problem of dimensionality in stratified sampling. |
| Journal: | Management Science
1989 : NOV, VOL. 35:11, p. 1278-1296 |
| Index terms: | SAMPLING |
| Language: | eng |
| Abstract: | Stratified sampling is a variance reduction technique. However its use is often frustrated by the high dimensionality of the sample space. The difficulty is investigated and a basic sampling scheme is suggested for use in such problems. The accuracy of estimators when this method of sampling is used is examined in detail. A way of implementing the scheme in practice is suggested which makes use of shadow response variables. This reduces the dimensionality of the sample space to a tractable size. |
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