The Hartley-Rao variance formula was designed to estimate the randomization variance of a Horvitz-Thompson estimator given a systematic probability proportional to size sample from a randomly ordered large population. Using an underappreciated formulation of this variance estimator, one can see that the Hartley-Rao variance estimator is unbiased under a model with a particular error structure given any sample. Moreover, even with a more general error structure, this variance estimator remains nearly model unbiased for a large sample and relatively larger population under mild conditions. A discussion follows concerning an extension of Hartley-Rao variance estimation to linear calibration estimators.
A note on the Hartley-Rao estimator
Kott, P. (2005). A note on the Hartley-Rao estimator. Journal of Official Statistics, 21(3), 433-439. http://www.jos.nu/Articles/abstract.asp?article=213433
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