Closed-Form Var of Var-of-CE using modified SAS formula

Version 1.1 (2.74 KB) by Shahid Abdulla
Var-of-CE computation with changing inner-loop sizes results in a closed-form Var(Var-of-CE) estimate with a different formula, as in code.
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Updated 9 Aug 2019

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Code is used as a call from Var_Of_CE_with_Changing_n_star.m (uploaded separately in same account). The formula for calculating closed-form Var(Var-of-CE) is as given in IIM Kozhikode working paper IIMK/WPS/338/ITS/2019/02. In the code, estimators of quantities rather than calculated values are used (since a simulation may not have access to calculated values)

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Closed-form Var(Var-of-CE) for cases where inner loop size n_k varies. Code made available as a supplement to Publication review process.

MATLAB Release Compatibility
Created with R2019a
Compatible with any release
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Version Published Release Notes
1.1

Update corresponding to 1.1 of parent script Var_Of_CE_with_Changing_n_star.m that calls this script
1.0.0