Upload
yetta-skinner
View
29
Download
0
Embed Size (px)
DESCRIPTION
The Scientific Study of Politics (POL 51). Professor B. Jones University of California, Davis. Today. Sampling Plans Survey Research. More fun with simulations. samplesize
Citation preview
samplesize<-10000population<-rnorm(samplesize, 5, 2)truth<-mean(population)sdtruth<-sd(population)truthSdtruth
Here’s what I know in the “population”:> truth[1] 5.002265> sdtruth[1] 2.003601
More fun with simulations
What do my samples look like?
ten<-sample(population, 10, replace=F)m1<-mean(ten); m1sd1<-sd(ten)hist(ten)
fifty<-sample(population, 50, replace=F)m2<-mean(fifty); m2sd2<-sd(fifty)hist(fifty)
hundred<-sample(population, 100, replace=F)m3<-mean(hundred); m3sd3<-sd(hundred)hist(hundred)...
Sampling Sizes
In general, we’ve seen larger sample sizes yield more accurate conclusions.
Though the differences between very large and just “merely” large samples may in fact be negligible.
Requires us to turn to the concept of repeated sampling and sample variability.
Polls and Repeated Sampling
As individual researchers, you usually have one “shot” at it.
Statistical theory (classical) relies on the concept of long-run probability
Repeated trials …law of large numbers …central limit theorem
Maybe concepts you have heard of before? …or not.
Side-trip to the 2008 Presidential Election Pollster.com allows us to think about
“repeated” sampling. This cite basis its analysis on all
available polls Why might this be a good thing? There is sampling variability in individual
samples. Let’s look at polls leading up to the Nov.
4th Election
What are the “dots”
The blue dots are Obama percentage (estimates)
The red dots are McCain Why are they different? Variability in samples…sampling frames,
methodologies differ. Combine them, and you get a better
picture. Look at solid red and blue states.
Polls
Note how the polls seem to be “clustering” as the election gets closer.
Why? Undecideds deciding? More certainty?
Let’s look at close states.
Polls, Projections and the EC
EC Projections Tied to Polls Variability
340.2-197.8 fivethirtyeight.com
311-142-85 pollster.com
311-174-53 zogby.com
353-185 electoral-vote.com
278-132-128 realclearpolitics.com
260-160-118 rasmussenreports.com
Understanding variability
We kind of see “repeated sampling” The basic idea:
The “truth” will be revealed if you just sample enough
But any one sample may be off in one direction or another.
Back to sampling Let’s simulate repeated sampling in R
More Simulation
The Population N=1,000,000 Mean of the Population is 0.4992135 R Code:
#"The Population" X<-runif(1000000,.01,.99)meanX <- mean(X); meanX
Let’s Sample n=500, 1000, 5000.
First Sample: Mean=.4692207 Second Sample: Mean=.5004778 Third Sample: Mean=.5027007
#Some Samples: First, sample 1, n=500, evaluate:
set.seed(52151)nsamp <- 1res <- numeric(nsamp)for (i in 1:nsamp) res[i] <- mean(sample(X, 500, replace = FALSE))mean(res)
#Some Samples: Second, sample 2, n=1000, evaluate:
set.seed(110789008)nsamp <- 1res <- numeric(nsamp)for (i in 1:nsamp) res[i] <- mean(sample(X, 1000, replace = FALSE))mean(res)
#Some Samples: Third, sample 3, n=5000, evaluate:
set.seed(16978)nsamp <- 1res <- numeric(nsamp)for (i in 1:nsamp) res[i] <- mean(sample(X, 5000, replace = FALSE))mean(res)
Repeated Sampling
Suppose we were to take 10 samples of size 500?
[1,] 0.4922826 [2,] 0.5114829 [3,] 0.5006157 [4,] 0.5180107 [5,] 0.5083638 [6,] 0.5054319 [7,] 0.4992882 [8,] 0.4612303 [9,] 0.4897318[10,] 0.5016498
Mean: 0.4988088S.D.: 0.01568156
Lessons?
Sampling variability is a real issue. Range in estimates went from .46 to .52
Way under and way over estimate the mean in certain trials.
However, on average, “we’re close.” More simulations.
Repeated Sampling
Experiment 1: 1000 samples, n=500 Mean: 0.4994611 S.D.: 0.01209907
set.seed(7869324)nsamp <- 1000res <- numeric(nsamp)for (i in 1:nsamp) res[i] <- mean(sample(X, 500, replace = FALSE))mean(res); sd(res)hist(res, br=10, xlim=range(.5))abline(v =meanX)
Repeated Sampling
Experiment 2: 1000 samples, n=1000 Mean: 0.4988333 S.D: 0.008994245
set.seed(7454)nsamp <- 1000res <- numeric(nsamp)for (i in 1:nsamp) res[i] <- mean(sample(X, 1000, replace = FALSE))mean(res); sd(res)hist(res, br=10, xlim=range(.5) )abline(v =meanX)
Repeated Sampling
Experiment 3: 1000 samples, n=5000 Mean: 0.499128 S.D.: 0.004016436
set.seed(13433)nsamp <- 1000res <- numeric(nsamp)for (i in 1:nsamp) res[i] <- mean(sample(X, 5000, replace = FALSE))mean(res); sd(res)hist(res, br=10, xlim=range(.5))abline(v =meanX)
Sampling Variability
If we “fix” the number of samples, what happened?
As n increases, variability decreases. “On average, our sample estimate is
“close” to the true value… AND, the variation across samples is
decreasing.
Theory
Population Parameter θ is the unknown parm. What does this equality tell us? How does it relate to samples?
)(^
E
Sample Proportions
In our examples, we wanted to estimate a proportion.
We knew it’s true value (we usually do not!)
We therefore must sample. The same concept as before applies:
PPE ^
)(
Probability
“Over repeated samples, the expected value of the proportion will equal the true population proportion.”
This is a good thing. Sample estimates can do a good job of
approximating the population value. This permits generalizability.
Good sampling technique will produce “unbiased estimates.”
Repeated Sampling Redux
Suppose we were to take 10 samples of size 500?
[1,] 0.4922826 [2,] 0.5114829 [3,] 0.5006157 [4,] 0.5180107 [5,] 0.5083638 [6,] 0.5054319 [7,] 0.4992882 [8,] 0.4612303 [9,] 0.4897318[10,] 0.5016498
Mean: 0.4988088S.D.: 0.01568156
Mean of the Population is 0.4992135
E(P)=.4988; Population “P”=.4992
E(P)≈P
Note, any single sample might
be “off”; however, the idea is that
there is no systematic tendency to be
off one direction or the other.
Sampling Distribution
What we’ve just gone through are simulations of SAMPLING DISTRIBUTONS
Defined: the distribution of a statistic that you obtain from repeated samples of size n from some population.
The Concept of Variance
How far might you be off in a particular sample?
Why, by the way, might you like to know this?
You usually only have ONE sample!! Is there a way we can determine this
degree of variability?
Standard Error of a Proportion
Variance: “Average “squared” deviations Standard Error: square root of the
variance.
N
PP
N
PP
P
P
)1(
)1(2
Standard Error in Action
Suppose the true population parameter is P. P=.50 In repeated samples, you would expect the
average sample statistic to approach .50 Recall prior simulation
What is the “sampling error”? Using formula from previous slide: [.5(1-.5)/100]1/2 =.05
Interpretation?
If the true population proportion is .50 and we took repeated (random) samples of size 100, the expected value of P would be .50 but the standard deviation would be .05.
.05 is our standard error of the sampling distribution. This is what ought to happen in repeated sampling.
More to it…that comes later.
Put it to the test.
> #"The Population" > X<-runif(1000000,.01,.99)> meanX <- mean(X); meanX[1] 0.500889> sdX<-sd(X); sdX[1] 0.2832314> > #Sample 100, 1000 times> > set.seed(7324)> nsamp <- 1000> res <- numeric(nsamp)> for (i in 1:nsamp) res[i] <- mean(sample(X, 100, replace = FALSE))> mean(res); sd(res)[1] 0.5007463[1] 0.02781522
Result
What conclusions would I draw from my simulation?
“Best guess” of P is .50. The average deviation across samples is
about .03. My guess + my error allows me to
compute a CONFIDENCE INTERVAL Estimate +/- Error=C.I.
Confidence Interval
What I’ve really done in my simulation is computed a “68 percent confidence interval.”
.50 plus or minus .03 68 percent of all samples give a value for P
between (about) .47 and .53 Classical interpretation: In repeated samples of
size 100, the expected value of P will lie in the range .47 to .53, 68 percent of the time.
Why “68 percent”? 68-95-99.7 Rule and the Normal Distribution
One Sample
You have one sample.
What makes the C.I. big versus small?
The Standard Error As n goes up, s.e.
goes down. Therefore, C.I. must
get smaller.
N
PP
N
PP
P
P
)1(
)1(2
Illustration
Relationship Between Sample Size and Sampling Error
0.00
0.02
0.04
0.06
0.08
0.10
0.12
Sample Size
Sta
nd
ard
Err
or