Improved variance estimation for inequality-constrained domain mean estimators using survey data

Abstract

In survey domain estimation, a priori information can often be imposed in the form of linear inequality constraints on the domain estimators. Wu et al. (2016) formulated the isotonic domain mean estimator, for the simple order restriction, and methods for more general constraints were proposed in Oliva-Avilés et al. (2020). When the assumptions are valid, imposing restrictions on the estimators will ensure that the a priori information is respected, and in addition allows information to be pooled across domains, resulting in estimators with smaller variance. Here, we propose a method to further improve the estimation of the covariance matrix for these constrained domain estimators, using a mixture of possible covariance matrices obtained from the inequality constraints. We prove consistency of the improved variance estimator, and simulations demonstrate that the new estimator results in improved coverage probabilities for domain mean confidence intervals, while retaining the smaller confidence interval lengths.