Estimator bias and efficiency for adaptive cluster sampling with order statistics and a stopping rule

Practical problems facing adaptive cluster sampling with order statistics (acsord) are explored using Monte Carlo simulation for three simulated fish populations and two known waterfowl populations. First, properties of an unbiased Hansen-Hurwitz (HH) estimator and a biased alternative Horvitz-Thompson (HT) estimator are evaluated. An increase in the level of population aggregation or the initial sample size increases the efficiencies of the two acsord estimators. For less aggregated fish populations, the efficiencies decrease as the order statistic parameter r (the number of units about which adaptive sampling is carried out) increases; for the highly aggregated fish and waterfowl populations, they increase with r. Acsord is almost always more efficient than simple random sampling for the highly aggregated populations. Positive bias is observed for the HT estimator, with the maximum bias usually occurring at small values of r. Secondly, a stopping rule at the Sth iteration of adaptive sampling beyond the initial sampling unit was applied to the acsord design to limit the otherwise open-ended sampling effort. The stopping rule induces relatively high positive bias to the HH estimator if the level of the population aggregation is high, the stopping level S is small, and r is large. The bias of HT is not very sensitive to the stopping rule and its bias is often reduced by the stopping rule at smaller values of r. For more aggregated populations, the stopping rule often reduces the efficiencies of the estimators compared to the non-stopping-rule scheme, but acsord still remains more efficient than simple random sampling. Despite its bias and lack of theoretical grounding, the HT estimator is usually more efficient than the HH estimator. In the stopping rule case, the HT estimator is preferable, because its bias is less sensitive to the stopping level.[PUBLICATION ABSTRACT]