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IBM® SPSS ® Statistics is a comprehensive system for analyzing data. The Complex Samples
optional add-on module provides the additional analytic techniques described in this manual. The
Complex Samples add-on module must be used with the SPSS Statistics Core system and is
completely integrated into that system.
About SPSS Inc., an IBM Company
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Preface
Technical support
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The SPSS Statistics: Guide to Data Analysis, SPSS Statistics: Statistical Procedures Companion,
and SPSS Statistics: Advanced Statistical Procedures Companion, written by Marija Norušis and
published by Prentice Hall, are available as suggested supplemental material. These publications
cover statistical procedures in the SPSS Statistics Base module, Advanced Statistics module
and Regression module. Whether you are just getting starting in data analysis or are ready for
advanced applications, these books will help you make best use of the capabilities found within
the IBM® SPSS® Statistics offering. For additional information including publication contents
and sample chapters, please see the author’s website: http://www.norusis.com
An inherent assumption of analytical procedures in traditional software packages is that the
observations in a data file represent a simple random sample from the population of interest. This
assumption is untenable for an increasing number of companies and researchers who find it both
cost-effective and convenient to obtain samples in a more structured way.
The Complex Samples option allows you to select a sample according to a complex design and
incorporate the design specifications into the data analysis, thus ensuring that your results are valid.
Properties of Complex Samples
Chapter
1
A complex sample can differ from a simple random sample in many ways. In a simple random
sample, individual sampling units are selected at random with equal probability and without
replacement (WOR) directly from the entire population. By contrast, a given complex sample
can have some or all of the following features:
Stratification. Stratified sampling involves selecting samples independently within
non-overlapping subgroups of the population, or strata. For example, strata may be socioeconomic
groups, job categories, age groups, or ethnic groups. With stratification, you can ensure adequate
sample sizes for subgroups of interest, improve the precision of overall estimates, and use different
sampling methods from stratum to stratum.
Clustering. Cluster sampling involves the selection of groups of sampling units, or clusters. For
example, clusters may be schools, hospitals, or geographical areas, a nd sampling units may be
students, patients, or citizens. Clustering is common in multistage designs and area (geographic)
samples.
Multiple stages. In multistage sampling, you select a first-stage sample based on clusters. Then
you create a second-stage sample by drawing subsamples from the selected clusters. If the
second-stage sample is based on subclusters, you can then add a third stage to the sample. For
example, in the first stage of a survey, a sample of cities could be drawn. Then, from the selected
cities, households could be sampled. Finally, from the selected households, individuals could be
polled. The Sampling and Analysis Preparation wizards allow you to specify three stages in
adesign.
Nonrandom sampling. When selection a t random is difficult to obtain, units can be sampled
systematically (at a fixed interval) or sequentially.
Unequal selection probabilities. When sampling clusters that contain unequal numbers of units,
you can use probability-proportional-to-size (PPS) sampling to make a cluster’s selection
probability equal to the proportion of units it contains. PPS sampling can also use more general
weighting schemes to select units.
Unrestricted sampling. Unrestricted sampling selects units with replacement (WR). Thus, an
individual unit can be selected for the sample more than once.
Sampling weights. Sampling weights are automatically computed while drawing a complex
sample and ideally correspond to the “frequency” that each sampling unit represents in the target
population. Therefore, the sum of the weights over the sample should estimate the population
size. Complex Samples analysis procedures require sampling weights in order to properly analyze
a complex sample. Note that these weights shouldbeusedentirelywithintheComplexSamples
option and should not be used with other analytical procedures via the Weight Cases procedure,
which treats weights as case replications.
Usage of Complex Samples Procedures
Your usage of Complex Samples procedures depends on your particular needs. The primary
types of users are those who:
Plan and carry out surveys according to complex designs, possibly analyzing the sample later.
The p rimary tool for surveyors is the Sampling Wizard.
Analyze sample data files previously obtained according to complex designs. Before using the
Complex Samples analysis procedures, you may need to use the Analysis Preparation Wizard.
Plan Files
Regardless of which type of user you are, you need to supply design information to Complex
Samples procedures. This information is stored in a plan file for easy reuse.
Aplanfile contains complex sample specifications. There are two types of plan files:
Sampling plan. The specifications given in the Sampling Wizard defineasampledesignthat
is used to draw a complex sample. The sampling plan file contains those specifications. The
sampling plan file also contains a default analysis plan that uses estimation methods suitable for
the specified sample design.
Analysis plan. This plan file contains information needed by Complex Samples analysis procedures
to properly compute variance estimates for a complex sample. The plan includes the sample
structure, estimation methods for each stage, and references to required variables, such as sample
weights. The Analysis Preparation Wizard allows you to create and edit analysis plans.
There are several advantages to saving your specifications in a plan file, including:
A surveyor can specify the first stage of a multistage sampling plan and draw first-stage
units now, collect information on sampling units for the second stage, and then modify the
sampling plan to include the second stage.
An analyst who doesn’t have access to the sampling plan file can specify an analysis plan and
refer to that plan from each Complex Samples analysis procedure.
A designer of large-scale public use samples can publish the sampling plan file, which
simplifies the instructions for analysts and avoids the need for each analyst to specify his
or her own analysis plans.
Further Readings
For more information on sampling techniques, see the following texts:
Cochran, W. G. 1977. Sampling Techniques, 3rd ed. New York: John Wiley and Sons.
Kish,L.1965. Survey Sampling. New York: John Wiley and Sons.
Kish, L. 1987. Statistical Design for Research. New York: John Wiley and Sons.
Murthy, M. N. 1967. Sampling Theory and Methods. Calcutta, India: Statistical Publishing
Society.
Särndal, C., B. Swensson, and J. Wretman. 1992. Model Assisted Survey Sampling.NewYork:
Springer-Verlag.
3
Introduction to Complex Sample s Procedures
Sampling from a Complex Design
Figure 2-1
Sampling Wizard, Welcome step
Chapter
2
The Sampling Wizard guides you through the steps for creating, modifying, or executing a
sampling plan file. Before using the Wizard, you should have a well-defined target population, a
list of sampling units, and an appropriate sample design in mind.
Creating a New Sample Plan
E From the menus choose:
Analyze > Complex Samples > Select a Sample...
Select Design a sample and choose a plan filename to save the sample plan.
E Optionally, in the Design Variables step, you can define strata, clusters, and input sample weights.
After you define these, click
E Optionally, in the Sampling Method step, you can choose a method for selecting items.
Next.
5
If you select
PPS Brewer or PPS Murthy, you can click Finish to draw the sample. Otherwise,
click Next and then:
E In the Sample Size step, specify the number or proportion of units to sample.
E You can now click Finish to draw the sample.
Optionally, in further steps you can:
Choose output variables to save.
Add a second or third stage to the design.
Set various selection options, including which stages to draw samples from, the random
number seed, and whether to treat user-missing values as valid values of design variables.
Choose where to save output data.
Paste your selections as command syntax.
6
Chapter 2
Sampling Wizard: Design Variables
Figure 2-2
Sampling Wizard, Design Variables step
This step allows you to select stratification and clustering variables and to define input sample
weights. You can also specify a label for the stage.
Stratify By. The cross-classification of stratification variables defines distinct subpopulations, or
strata. Separate samples are obtained for each stratum. To improve the precision of your estimates,
units within strata should be as homogeneous as possible for the characteristics of interest.
Clusters. Cluster variables define groups of observational units, or clusters. Clusters are useful
when directly sampling observational units from the population is expensive or impossible;
instead, you can sample clusters from the population and then sample observational units from
the selected clusters. However, the use of clusters can introduce correlations among sampling
units, resulting in a loss of precision. To minimize this effect, units within clusters should be as
heterogeneous as possible for the characteristics of interest. You must define at least one cluster
variable in order to plan a multistage design. Clusters are also n ecessary in the use of several
different sampling methods. For more information, see the topic Sampling Wizard: Sampling
Method on p. 8.
Input Sample Weight. If the current sample design is part of a larger sample design, you may have
sample weights from a previous stage of the larger design. You can specify a n umeric variable
containing these weights in the first stage of the current design. Sample weights are computed
automatically for subsequent stages of the current design.
Note: The source variable list has the same content across steps of the Wizard. In other words,
variables removed from the source list in a particular step are removed from the list in all steps.
Variables returned to t he source list appear in the list in all steps.
Tree Controls for Navigating the Sam pling Wizard
On the left side of each step in the Sampling Wizard is an outline of all the steps. You can navigate
theWizardbyclickingonthenameofanenabled step in the outline. Steps are enabled as
long as all previous steps are valid—that is, if each previous step has been given the minimum
required specifications for that step. See the Help for individual steps for more information on
whyagivenstepmaybeinvalid.
7
Sampling from a Complex Design
8
Chapter 2
Sampling Wizard: Sampling Method
Figure 2-3
Sampling Wizard, Sampling Method step
This step allows you to specify how to select cases from the active dataset.
Method. Controls in this group are used to choose a selection method. Some sampling types allow
you to choose whether to sample with replacement (WR) or w ithout replacement (WOR). See the
type descriptions for more information. Note that some probability-proportional-to-size (PPS)
types are available only when clusters have been defined and that all PPS types are available only
in the first stage of a design. Moreover, WR methods are available only in the last stage of a design.
Simple Random Sampling. Units are selected with equal probability. They can be selected
with or without replacement.
Simple Systematic. Units are selected at a fixed interval throughout the sampling frame (or
strata, if they have been specified) and extracted without replacement. A randomly selected
unit within the first interval is chosen as the starting point.
Simple Sequential. Units are selected sequentially with equal probability and without
replacement.
PPS. This is a first-stage method that selects units at random with probability proportional
to size. Any units can be selected with replacement; only clusters can be sampled without
replacement.
Sampling from a Complex Design
PPS Systematic. This is a first-stage method that systematically selects units with probability
proportional to size. They are selected without replacement.
PPS Sequential. This is a first-stage method that sequentially selects units with probability
proportional to cluster size and without replacement.
PPS Brewer. This is a first-stage method that selects two clusters from each stratum with
probability proportional to cluster size and without replacement. A cluster variable must be
specified to use this method.
PPS Murthy. This is a first-stage method that selects two clusters from each stratum with
probability proportional to cluster size and without replacement. A cluster variable must be
specified to use this method.
PPS Sampford. This is a first-stage method that selects more than two clusters from each
stratum with probability proportional to cluster size and without replacement. It is an
extension of Brewer’s method. A cluster variable must be specified to use this method.
Use WR estimation f or analysis. By default, an estimation method is specified in the plan file
that is consistent with the selected sampling method. This allows you to use with-replacement
estimation even if the sampling method implies WOR estimation. This option is available
only in stage 1.
Measure of Size (MOS). If a PPS method is selected, you must specify a measure of size that defines
the size of each unit. These sizes can be explicitly defined in a variable or they can be computed
from the data. Optionally, you can set lower and upper bounds on the MOS, overriding any values
found in the MOS variable or computed from the data. These options are available only in stage 1.
9
10
Chapter 2
Sampling Wizard: Sample Size
Figure 2-4
Sampling Wizard, Sample Size step
This step allows you to specify the number or proportion of units to sample within the current
stage. The sample size can be fixed or it can vary across strata. For the purpose of specifying
sample size, clusters chosen in previous stages can be used to define strata.
Units. You can specify an exact sample size or a proportion of units to sample.
Value. A single value is applied to all strata. If Counts is selected as the unit metric, you should
enter a positive integer. If
Proportions is selected, you should enter a non-negative value.
Unless sampling with replacement, proportion values should also be no greater than 1.
Unequal values for strata. Allows you to enter size values on a per-stratum basis via the Define
Unequal Sizes dialog box.
Read values from variable. Allows you to select a numeric variable that contains size values
for strata.
If Proportions is selected, you have the option to set lower and upper bounds on the number of
units sampled.
Define Unequal Sizes
Figure 2-5
Define Unequal Sizes dialog box
11
Sampling from a Complex Design
The Define U
Size Specifications grid. The grid displays the cross-classifications of up to five strata or
nequal Sizes dialog box allows you to enter sizes on a per-stratum basis.
cluster variables—one stratum/cluster combination per row. Eligible grid variables include all
stratifica
tion variables from the current and previous stages and all cluster variables from previous
stages. Variables can be reordered within the grid or moved to the Exclude list. Enter sizes in the
rightmost column. Click
stratific
ation and cluster variables in the grid cells. Cells that contain unlabeled values always
show values. Click
Labels or Va lues to toggle the display of value labels and data values for
Refresh Strata to repopulate the grid with each combination of labeled data
values for variables in the grid.
Exclude.
To specify sizes for a subset of stratum/cluster combinations, move one or more variables
to the Exclude list. These variables are not used to define sample sizes.
12
Chapter 2
Sampling Wizard: Output Variables
Figure 2-6
Sampling Wizard, Output Variables step
This step allows you to choose variables to save when the sample is drawn.
Population size. The estimated number of units in the population for a given stage. The rootname
for the saved variable is PopulationSize_.
Sample proportion. The sampling rate at a given stage. The rootname for the saved variable is
SamplingRate_.
Sample size. The number of units drawn at a given stage. The rootname for the saved variable
is SampleSize_.
Sample weight. The inverse of the inclusion probabilities. The rootname for the saved variable is
SampleWeight_.
Some stagewise variables are generated automatically. These include:
Inclusion probabilities. The proportion of units drawn at a given stage. The rootname for the saved
variable is InclusionProbability_.
Cumulative weight. The cumulative sample weight over stages previous to and including the
current one. The rootname for the saved variable is SampleWeightCumulative_.
Index. Identifies units selected multiple times within a given stage. The rootname for the saved
variable is Index_.
Note: Saved variable rootnames include an integer suffixthatreflects the stage number—forexample, PopulationSize_1_ for the saved population size for stage 1.
Sampling Wizard: Plan Summary
Figure 2-7
Sampling Wizard, Plan Summary step
13
Sampling from a Complex Design
This is the last step within each stage, providing a summary of the sample design specifications
through the current stage. From here, you can either proceed to the next stage (creating it, if
necessary) or set options for drawing the sample.
This step allows you to choose whether to draw a sample. You can also control other sampling
options, such as the random seed and missing-value handling.
Draw sample. In addition to choosing whether to draw a sample, you can also choose to execute
part of the sampling design. Stages must be drawn in order—that is, stage 2 cannot be drawn
unless stage 1 is also drawn. When editing or executing a plan, you cannot resample locked stages.
Seed. This allows you to choose a seed value for random number generation.
Include user-missing values. This determines whether user-missing values are valid. If so,
user-missing values are treated as a separate category.
Data already sorted. If your sample frame is presorted by the values of the stratification variables,
this option allows you to speed the selection process.
Sampling Wizard: Draw Sample Output Files
Figure 2-9
Sampling Wizard, Draw Sample Output Files step
15
Sampling from a Complex Design
This step allows you to choose where to direct sampled cases, weight variables, joint probabilities,
and case selection rules.
Sample data. These options let you determine where sample output is written. It can be added to
the active dataset, written to a new dataset, or saved to an external IBM® SPSS® Statistics data
file. Datasets are available during the current session but are not available in subsequent sessions
unless you explicitly save them as data files. Dataset names must adhere to variable naming rules.
If an external file or new dataset is specified, the sampling output variables and variables in the
active dataset for the selected cases are written.
Joint probabilities. These options let you determine where joint probabilities are written. They are
saved to an external SPSS Statistics data file. Joint probabilities are produced if the PPS WOR,
PPS Brewer, PPS Sampford, or PPS Murthy method is selected and WR estimation is not specified.
Case selection rules. If you are constructing your sample one stage at a time, you may want to
save the case selection rules to a text file. They are useful for constructing the subframe for
subsequent stages.
16
Chapter 2
Sampling Wizard: Finish
Figure 2-10
Sampling Wizard, Finish step
This is the final step. You can save the plan file and draw the sample now or paste your selections
into a syntax window.
When making changes to stages in the existing plan file, you can save the edited plan to a
new file or overwrite the existing file. When adding stages without making changes to existing
stages, the Wizard automatically overwrites the existing plan file. If you want to save the plan
to a new file, select
Paste the syntax generated by the Wizard into a syntax window and change the
filename in the syntax commands.
Modifying an Existing Sample Plan
E From the menus choose:
Analyze > Complex Samples > Select a Sample...
E
Select Editasampledesignand choose a plan file to edit.
E Click Next to continue through the Wizard.
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