I am interested in both finance and survey sampling and I would like to make
the interdisciplinary analysis.
First I would like to make the statistical analysis based on real financial
data from the entire population (e.g of companies or administrative units)
and then plan a sampling survey using computed population variances - I was
thinking about optimum allocation of the sample in cases of stratified
sampling design (maybe additionally two stage sampling design). This optimum
allocation will minimize: (first case) cost function for fixed variances,
(second case) weigted sum of variances for fixed total cost, and I may take
some other cases into consideration.
But I am still looking for real financial data from the entire population -
I would be grateful for any help or advice concerning sources of data.
Thank you in advance,
Tomasz