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This report presents the research procedures and resultant recommendations for estimation in the Quarterly Financial Report (QFR). The research was motivated by the upcoming QFR migration to the Economic Directorate’s Standard Economic Processing System (StEPS). This evaluation study was conducted by an interdivision team comprised of representatives from the Company Statistics Division (CSD), the Economic Statistical Methods and Programming Division (ESMPD), and the Statistical Research Division (SRD).
The QFR estimator of total differs from traditional design-based estimators in that the weight assigned to each sample corporation is not based on its initial probability of selection. Instead, corporations in the enumerated industry are assigned weights equal to the ratio of the estimated total number of corporations in the type of industry at the time of enumeration to the number of sample corporations in that type of industry at the time of enumeration. Because the final QFR weight changes each quarter, the QFR estimator is referred to as a “variable weight estimator.” There have been several investigations into the statistical properties of this variable weight estimator but all prior studies have made simplifying assumptions. Instead, this workgroup attempted to account for all of the nuances of the QFR sample design and estimator via a Monte Carlo simulation study, com paring the existing estimator to several alternative variable weight estimators as well as to the Horvitz-Thompson estimator referred to by QFR as the “fixed weight estimator.”
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