?oirrizul of Microzcopy, Vol. 122, It 3,June 1981, pp. 235-257.

Reuzsed paper accepted 24 November 1980

Sampling designs for stereology*

by LUIS-M.CRUZ-QRIVE and E W A L DR. WEIBEL,Department of Anatomy, University of

Bern, Buhlstrasse 26, CH-3000 Bern 9, Switzerland

SUMMARY
The purpose of this paper is to propose the necessary sampling techniques for estimating
a global parameter defined in a solid opaque specimen (e.g. the total volume of mitochondria
in a given liver, the total capillary surface area in a given lung, etc.). The geometry of the
specimen often suggests a multi-level or cascade sampling design at different magnifications,
whereby the object phase at one level becomes the reference phase in the next level. The final
parameter is then estimated as the product of the intermediate ratios with the volume of the
specimen, which is estimated independently. Each level can be regarded as an independent
sampling design; a given stereological project may be planned in terms of one or more of these
designs.
Our development is a blend of practical experience and recent theoretical advances on samp-
ling for stereology with well-known sampling techniques previously developed with different
purposes in mind.

1. I N T R O D U C T I O N
The estimation of a global structural parameter defined in a solid opaque specimen, is often
the object of a stereological study. In biology, for instance, the parameter of interest may be the
total volume of mitochondria in a liver, or the total capillary surface area of a lung. In the present
paper, the object of the investigation is assumed to be a single organ (or, equivalently, a single
animal). A complete design aimed at comparing several treatments using several animals per
treatment, for instance, is not considered here. Attention has been focused upon the quality
of the estimation, measured in terms of bias and aariance of the final estimator. The bias depends
upon the sampling design adopted; no manipulations of the sample data will reveal the bias, as
pointed out by Cochran (1977, p. 396). The variance depends upon sample size and both bias
and variance depend upon the statistical model underlying the sampling design. All these aspects
are examined here in some detail.
Our global sampling design has evolved from practical considerations. Thus the smallness
of the phase of interest (mitochondria, capillary) suggested the estimation of the global para-
meter by a cascade of different sampling levels at different magnifications, whereby the object
phase of one level becomes the reference phase in the next level (Weibel, 1963, 1979180;Weibel
et al., 1966, 1969). The global parameter estimate can then be computed if the total volume of
the specimen (organ) is known from independent measurement. New refinements of the different
sampling procedures, conceived to improve the quality of the estimation in the light of recent
theoretical developments (e.g. Davy & Miles, 1977; Miles & Davy, 1976, 1977) are proposed here
and in a companion paper (Miiller et al., 1981). In addition, a suitable statistical assessment of
these procedures, based on some statistical techniques previously adapted for use in stereology
*Paper presented at the Fifth International Congress for Stereology, Salzburg, September 1979.
(~ 1981 The Royal Microscopical Society

235
236 Luis-M. Cruz-Orive and Ewald R. Weibel

(Cruz-Orive, 1980), is attempted. Such an assessment leads to precise criteria on: (i) how to
construct optimum stereological estimators, and their variances, from replicated observations;
and (ii) how to estimate optimum sample sizes which minimize the variance of the estimator
for a given cost, or vice versa. It should be pointed out, however, that the construction of best
linear unbiased estimators rests upon a linear regression model through the origin which does
not need to be of general validity.
In the present paper, a number of sampling designs are described at different sampling
levels, using the lung as an example. The difference between the terms design and level should
be stressed, however. The relatively small collection of statistical designs described here should
suffice to construct sampling plans with possibly many levels. Therefore, the characteristics
of the sampling models are important and general, whereas our ascription of a given sampling
design to a given sampling level, and our particular choice of the number of levels (three)
should be regarded as specimen-dependent.

2. T H E S P A T I A L S P E C I M E N : T HE P R O B L E M
The specimen Cl of interest is an opaque solid conceived as a compact three-dimensional
domain. To fix ideas, the reader may assume that (20 is an animal organ (e.g. the liver, the lung).
R0 is the union of two disjoint subsets or phases, namely RIand the difference Ro-01. (These
two subsets share a part of their boundaries, and hence they are not strictly disjoint. However,
the shared volume can be neglected for our purposes, so that they can be regarded as volume-
disjoint; the latter is the sense ascribed here to the term disjoint). The phase a1 is the union of
two clearly distinguishable, disjoint phases Rz and Rl - 0 2 and, in turn, Clz is the union of the
phase of ultimate interest 0 3 and the difference 0 2 - R3, which may itself be the union of other
disjoint phases. All the phases involved are assumed to be non-empty and deterministic. The
complete model can be expressed as follows (see also Fig. I),
(20 = 611 = 0 2 = 623, (2 * 1)
where the symbol 3 means contains. Two examples of this model are
Liver 2 Parenchyma 3 Hepatocytes 3 Hepatocytic mitochondria, (2.2)
Lung 3 Parenchyma 3 Interalveolar septa 3 Capillaries. (2 * 3)
In general, the model may be written
no = 611 . . . = ax,
where an arbitrary number N + 1 of phases, ( N 2 l), are involved. The particular choice N = 3
suits our present purposes best.

Level 2
*

Qn

Fig. 1. Schematic representation of the specimen model (2.1) and the cascade sampling design described in
paragraph 3 . 4 .
 Sampling designs f o r stereology 237

The objective of the investigation is to estimate a global parameter y(tlA\),defined upon

the phase of interest 62 1, with the least possible bias and variance for a preassigned cost. The
letter y may stand for V (= volume), S (= surface area), L (= length of a curve in space), or
K (=integral of mean curvature of a surface), depending upon the nature of 0.\.

3. O U T L I N E O F T H E M U L T I - L E V E L O R CASCADE S A M P L I N G D E S I G N
Devising a good sampling design for stereology requires an a priori qualitative knowledge
of the relevant geometrical structure of the specimen of interest. Two preliminary factors must
be taken into account. The first is that, very often, observing and measuring the object phase
of ultimate interest (QL\,, say) in a section requires a high final magnification. The second factor
is that a global stereological parameter y(!2,) is best estimated via an intermediate ratio to the
volume of a reference phase which contains CIAv(Miles & Davy, 1976, p. 216). Then, y ( 0 - y )
can be estimated if the volume of the reference phase is known. Taken together, these two factors
pose the initial question of how to make an optimum choice of the reference phase. The problem
can be illustrated best with the aid of a practical example. From an infinity of choices, we have
adopted the lung as a model example (see (2.3)). The reasons for this are, firstly, that the ex-
perience accumulated on sampling this organ for stereology is very considerable up to now and,
secondly, that the sampling models arising from the stereology of lung are sufficiently general
and representative.

3.1. Practical model example

The relevant structural features of our model specimen are shown in Fig. 2. The phase of
interest, (capillaries, Q3), is contained in the thin walls (a,) between the air spaces (Fig. 2c)
which together constitute a foam-like domain (QI) called lung parenchyma (Fig. 2b); coarser
structures (non-parenchyma) bind the subdomains of parenchyma to make the whole lung
(00).More specific properties of the different phases, the knowledge of which is necessary in
order to construct a suitable sampling design, are given below.
(i) The non-parenchymal phase &- is observable at a low magnification in a section
through no, although the magnification might vary (e.g. A 4 1 = 1 x to 20 x ) according to the
actual definition of Ql. The parenchymal volume fraction V(Cl,)/V(Q0)is usually high (about
0.80 or more). See Fig. 2(a).
(ii) The phase 0 2 can be regarded as a system of septa extending all over the containing
phase Q1 with a varying degree of homogeneity. The average thickness of a septum may lie
between 5 and 15 pm. The complement C l - R z is a set of air spaces bounded by the septa,
ranging between 50 and 300 pm in width. Thus, in a section, 0 2 has to be observed at least
by light microscopy ( A 4 2 = 100 x to 200 x ). The volume fraction V(Q2)iV(C21) may vary between
0.10 and 0.15 in different specimens. See Fig. 2(b).
(iii) Identifying the phase of interest 0 3 in a section for stereological analysis requires a
final magnification A43 = 7000 x or more, this necessitating electron microscopy. The volume
fraction V(Q3)iV(Q2)is of the order of 0.40-0.70, which means that 0 3 is fairly abundant within
C&. See Fig. 2(c).

3.2. Steps towards an eficient design

In principle, the simplest design for estimating y(t23) seems to be one based on the following
identity,

which can be written y3 = VO.R30, simply, where y3 =y(Qs), VO= V(&) and R30=~(!23)/V(!20).
The stereological problem is reduced to estimating R30, since V Ois assumed to be known from
independent measurement (e.g. by fluid displacement, see Scherle, 1970) with a negligible error.
Adopting hereafter the notation [ O ] for an estimator of a parameter 0, we can write
[y3] = V O .[b],
16
238 Luis-M.Cruz-Orive and Ewald R. Weibel
 Sampling designsfor stereology 239

the variance of the estimator being approximately

It becomes clear that, in order to increase the efficiency of [y3], the coefficient of variation of
[ R ~ oshould
] be as small as possible for a given sample size. However, since Q3 is rather inhomo-
geneous within Qo, representing only a small volume fraction of it (0.04-0.09), and since a section
for electron microscopy is necessarily small, reducing CV[R30] would require a large number of
sections, this rendering the prospective design (3.1) too expensive. Even more serious is the
following point. Cutting a small block from QOin order to prepare an ultrathin section for elect-
ron microscopy is not possible if the blocks site lies in the non-parenchymal region Qo-Rl,
in general, because the size of non-parenchymal structures may be larger than the size of the
block. Since block sampling will tend to be restricted within Q1, the danger exists that R30
is overestimated. This effect could be called laboratory bias; it will tend to be more acute the
higher the jump in the magnification used from observing Clo to observing R3.
In an attempt to improve the preceding design, let us now consider another one based on the
following identity,

The introduction of the intermediate phase results in a two-level design. In the first level
the ratio V(Q,)/V(Qo)=Rlo is estimated at a very low magnification (1 x to l o x , say); in a
second, electron microscopical level, the ratio y(C&)/V(Ql)=R31 is estimated a t a high final
magnification. The final estimator is computed as follows,

[y3]= Vo*[Rio].[&I].
If [Rlo] and [R31] are found independently, the estimator variance is, approximately,

+
Var[y3] EY ~ ~ { V ~ ~ [ R ~Var[R31l/R31~}.
OI/R~O~
Now Rlo is large and Var[Rlo] can be made small with not much cost because large and rela-
tively cheap sections can be used. However, reducing the coefficient of variation of [R31] is
still expensive, as it was the case with [&a]. On the other hand, although the introduction of
a new sampling level should reduce the laboratory bias somewhat with respect to the design
(3. l), the definition adopted for QI when estimating R31 at, say, 10,000 x magnification is
unlikely to coincide with that adopted for estimating Rlo at perhaps 1 x . In fact, the former
01tends to be smaller than the latter, in which case the identity (3.2) no longer holds.
From the preceding considerations, the following rules can be formulated.

3.3. Rules for constructing optimum stereological designs

(a) When estimating a global stereological parameter defined on a phase which requires a
high final magnification to be observed and measured in a section, different sampling levels
should be created in order to gradate the final magnification.
(b) At each sampling level, the coefficient of variation of the corresponding ratio estimator
should be as small as possible for a given sample size. Two ways of achieving this are (bl), to
choose the smallest reference phase containing the object phase in which the numerator of the
ratio of interest is defined, and (b2), to choose the smallest magnification which allows the obser-
vation and measurement of the object phase; in this way a sampling unit (e.g. a section) of a
given size will contain a maximum of information.

3.4. The multi-level, or cascade design

When applied to our model example (2.3) the preceding rules suggest a three-level, cascade
sampling design. At the first level, the ratio R1= V(Ql)/ V(%) is estimated at a low magnifica-
240 Luis-M. Cruz-Orive and Ewald R. Weibel

tion; at the second, R2= V(Q,)/V(Q,> is estimated by light microscopy and at the third level,
R3 = y(Q3)/ V(Q2) is estimated by electron microscopy, whereby,

(3.3)

The gradation of magnifications (rule (a)) makes it easier to keep unchanged the definition of
a given phase from one level to the next, this reducing the laboratory bias. On the other hand,
the introduction of the reference phase Q2 reduces the coefficient of variation of [R3], (rule (b)).
Finally, the estimator [R2] requires a larger sample size than [R3] for a given precision. However,
advantage is taken of the fact that a semithin section for light microscopy is usually cheaper than
an ultrathin section for electron microscopy.
For the general model (2.4) the cascade design suggests the following estimation procedure,
Y N = VoRi.RZ,.. ., RN, (3.4)
where y ~ = y ( Q i v ) , VO=V(Qo), Ri= V(Qi)/V(Qi-l)for i= 1,. . ., N - 1 and R N = ~ ( Q N ) /
V(Q,-l). The required estimator will be computed via
[YN]= Vo.[Ril. [&I *, . . ., .[RN], (3 * 5 )
provided, of course, that the reference phase at the ith level is defined at the magnification used
at the (i- 1)th level. If [RI], . . ., [RN] are found independently, they will be uncorrelated for
.
fixed values of R1, . ., RN, in which case,
B
V a r [ y ~=] E 2 [ y ~ ]C
. Var[Ri]/E2[Ri]. (3 * 6)
i= 1
An estimator of this variance is just
s
[Var[y~ll=[ Y N I ~C. [var[Rill/[Ri12. (3 * 7)
i= 1
In what follows, efficient designs and formulae for calculating [Ri], [Var [Rill and optimum
sample sizes independently within each of the three levels of the cascade design (3.3) are given
first (sections 4, 5 and 6). The optimum allocation of sample sizes for the overall design is
discussed in section 7. As indicated in the Introduction, the particular design (3.3) is used only
as a vehicle for describing a number of general sampling designs for stereology.

4. F I R S T S A M P L I N G LEVEL
The parameter to be estimated is R1= V(nl)/V(Qo). The object phase is QI and the reference
phase, no. Three different sampling designs are described at this level. The first is applicable
when a primary section QOnT, (where T denotes an unbounded plane probe hitting Qo, and
n means intersection), is observable as a whole at the required magnification (MI),whereas
the second and third designs may be applied when this is not the case.

4.1. First design: one-stage sampling, systematic sections

A direction u, fixed with respect to Qo, is chosen. If prior information is available, u should
be chosen so that the areal fraction occupied by varies as little as possible between different
sections perpendicular to u. Let O H be the orthogonal projection of 00on a line parallel to u,
and let h be its length (=caliper length of QO along u). Further, let n be the number of sections
to be taken. A random number z is chosen between zero and d=h/n (=the distance between
consecutive sections). The first sectioning plane TI is laid at a distance z from 0 and perpendi-
cular to u, and the subsequent planes Tz, T3,. . .,Tn are laid parallel to TI at the respective
+
distances z+ d, z 2d, . . ., z+ ( n- l ) d from 0 (see Fig. 3a). The estimator of R1 is

where Y S= A(n1nTi), X i =A(n0 nTi) and A =area.

 Sampling designs for stereology 241

-nh

Fig. 3. (a) Systematic sections (paragraph 4.1). (b) Systematic subsampling of a given section by a partition
(shaded area). See paragraph 4.2. If the partition is chosen via a UR point hitting it (e.g. point (18,7) in
the figure) the partition is area-weighted.

The estimator [R1]1is approximately unbiased for R1 if C i X i varies little for a given n
and different choices of z, and it should be fairly accurate if any possible periodicities in the
structure of Cl1, which may coincide with the position of the sections, are avoided. Unfortunately,
the variance of [ R I ]is~not available because the n systematic sections are statistically equivalent
to a single uniform random section of a complex shape. In other words, the usual approximation
for the variance estimator of a ratio (e.g. Cochran, 1977, p. 32), is not applicable to [R1]1because
the random pairs ( YI,X I ) ,. . ., ( Yn,X n ) can in general not be considered as independently
and identically distributed, unless is homogeneous within Q,. In general, the variance of
[R1]1is estimable from independent replications of the estimator (4.1) obtained via independent
values of z. An approach is to make a computer simulation for a given type of specimen in order
to assess the expected variance of [ R I ]for ~ different values of n. This general procedure has
been applied by Cruz-Orive & Myking (1981) for estimating the paracortex volume fraction in
lymph nodes.

4.2. Second design: two-stage sampling, systematic sections and systematic quadrats
When each section is too large to be measured completely at the required magnification, the
preceding design can be adapted by subsampling each section by a number of quadrats, each
of which can be examined as a whole. A practical subsampling procedure is that of systematic
partitions of quadrats. A transparent overlay containing a regular grid (of squares, say) is parti-
tioned into two or more regions following a pre-established rule, in such a way that the squares
constituting each region are evenly distributed (Miles & Davy, 1977, p. 38). For example, the
black and white squares of a chessboard pattern constitute a well-defined partition of the grid
into two evenly spread regions. An arbitrary region is chosen, and then the grid is superimposed
at random on a section. Suppose that the intersection of the chosen region with the ith section
consists of mi separate parts {ClonQif;j = 1, . . ., m i } , (see Fig. 3b). Now the estimator of R1 is

(4.2)

whereyij=A(filnQij), xij=A(fio nQij).

A better estimator than [ R I ]is~obtained if, for each section R o n Ti, the set { C l o n Q i j ; j = 1,
. . ., mi} is area weighted. To achieve this, the partitioned grid is superimposed arbitrarily on the
section; then a uniform random (UR) point is generated within the section, and the partition hit
 242 Luis-M. Cruz-Orive and Ewald R. Weibel

by the point is chosen (Fig. 3b). In this way the ratio

. . ., X , of the whole sections can

is an unbiased estimator (UE) of YilXr. Thus, if the areas XI,
be measured, then we estimate R1 by
n
(4.4)
i= 1 i=l

Likewise as for [ R I ] estimates

~, of the variances of [R& and [R1]3are not available from the
data because the first stage sample is systematic.

4.3. Third design: one-stage sampling, independent area-weighted periodic ( AW P ) sections

The present design is appropriate when the observation of Q1 in a section requires a moder-
ately high magnification ( M I= 5 x to 20 x ). An AWP section may be sampled using the following
steps.
(i) A direction u is chosen as in the preceding designs, and the whole C&J is sliced up per-
pendicularly to u (Fig. 4a). The thinner the slices, the more accurate will be the estimator of R1.
(ii) The slices are laid closely, but without overlapping, on a flat area. Within this area, a

U U U U

moL0 0
0 0 0-
0 0 0
(C)
m n n n

(e>
Fig. 4. (a), (b), (c), (d). Generation of an area-weightedperiodic (AWP) section hitting no. In (d), the gene-
rated AWP section consists of eight separate parts produced by seven quadrats. See paragraph 4 . 3 . (a),
(b), (e), (f). Generation of a random periodic section when the required blocks are small. In (f), the section
consists of three separate parts. Under model I (Fig. 5a), the section is AWP. See paragraph 5 . 1 . However,
under model I1 (Fig. 5b), the section is IUR periodic, because in practice we cannot control whether 0 1 2
hits nz, or not. See paragraph 6.1.
 Sampling designsfor stereology 243

UR point OR is generated. If Olr hits a slice (Fig. 4b) the following step is executed. Otherwise,
a new 011 is generated.
(iii) A regular, periodic system of quadrats is prepared on a transparent sheet. The size of
each quadrat should be much larger than any non-parenchymal structure, in order to avoid
laboratory bias, whereas the whole system should be extensive enough to be regarded as effec-
tively unbounded with respect to the set of slices. Within an arbitrary quadrat, a uniform ran-
dom point OL is generated (Fig. 4c).
(iv) The point OL is brought to coincide with 0l1, and the resulting intersection of the slices
with the quadrats of the system is what we call an area-weighted periodic (AWP) section (e.g.
shaded area in Fig. 4d); in general, an AWP section will consist of several separate fragments
(eight in Fig. 4d).
Several independent AWP sections may be obtained via independent UR points On hitting
the slices (step (ii)) and independent UR points 01,inside one of the quadrats (step (iii)). If
the quadrats are large, however, there is a risk of excessive overlap. This may be partly avoided
(at the cost of some loss of independence between AWP sections) by preparing several adjacent
copies of the slice set of Fig. 4(b). For example, two copies may consist of odd- and even-
numbered slices, respectively, with obvious generalization to more than two copies. Then,
different AWP sections may be taken from different copies.
If the required quadrats have to be very small, the quadrat system, (Fig. 4c), may be replaced
by, say, a square grid (Fig. 4e), and now OL may be an arbitrary vertex of this grid. In this case,
the risk of overlap between successive AWP sections is small.
Suppose the ith AWP section Q o nTi (produced by the ith superimposition of the periodic
quadrat system Ti, i= 1, . . ., n), is the union of mi non-empty quadrats {non T t j ; j = 1, . . ., m i } ,
(e.g. mi=7 in Fig. 4d), and let Y i j = A ( f l l n T i j ) , x i j = A ( Q o n T i j ) . Since the random mech-
anism used to generate Q 0 nTi results in a weighting by A(nonTi) (Miles & Davy, 1977), it
follows that the ratio
(4.5)

is an UE of R1. If n independent AWP sections are taken, an UE of R1 is

I1

[R114=(1in) Z [Rli],
i= 1
and an UE of its variance is

A more efficient estimator than [R& can be constructed from the data as indicated in para-
graph 5.2 below.
It is opportune to point out that, since the slices obtained in step (i) above will have a positive
thickness in practice, different sections will be only approximately independent and identically
distributed, whereby most of the statistical statements made about estimators here and in the
rest of the paper will be only approximate.
The minimum number of sections required to estimate R1 with a relative error E = I [R1]4-
R1 I/R1 of at most 1 with a probability 1- 01 can be estimated in the present design from a small
pilot sample of no sections as follows

[n] = (zlFa,2)2no(Ko/c1)2, (4.8)

where KO=[Var[R1]4]1/2/[R1]4 is the coefficient of variation of the estimate of R1 found from
the pilot sample, and z1-,/2 is the 100(1- 4 2 ) percentile of the standard normal distribution.
Once n is estimated in this way, ~ 1 - ~ is
/ 2replaced by t 1 - , / ~ , [ ~ 1 - 1 = 100(1 - 4 2 ) percentile of the
Students t-distribution with [n] - 1 degrees of freedom, and the procedure is repeated until the
estimate of n converges to a fixed value.
244 Luis-M. Cruz-Orive and Ewald R. Weibel

5. SECOND SAMPLING LEVEL

The general problem at this level is to estimate the ratio Rz=y(Rz>/V(Ch); in particular,
y= V for the cascade design (3.3). In order to estimate Rz, a small block is cut out from the
reference phase R1, and a section is taken through this block. Equivalently, the sampling unit
is a section R l n T, where T is a plane probe of negligible extent with respect to 0 1 . The struc-
tural model has the property that the positions in which T does not lie completely inside Q1 have
measure zero; as a consequence, A ( R l n T ) = A ( T )with probability one (see Fig. 5a). This
model was described by Mayhew & Cruz-Orive (1974, Figs. 1 and 4), under formulation 1,
and more precisely by Miles & Davy (1977) and by Miles (1978) as their extended deterministic
case. In the present paper we call it model I.
In what follows, some theoretical and practical aspects of sampling under model I are con-
sidered first. Then, a statistical model for best linear unbiased estimation is proposed and finally,
one-stratum and stratified designs are considered.

(a 1
Fig. 5. (a) Idealized representation of a section R l n T from a specimen model I (section 5). The dotted
line indicates the intersection of the reference phase (nl) with the boundary of the probe T , namely the
section boundary itself in this model. (b) Section &n T from a specimen model ZI (section 6 ) . The broken
lines at the boundary indicate the intersection of the reference phase (nz) with the boundary of the probe
T . Note that the area of the section A ( & n T ) is less than the area of the probe A ( T ) in this model.

5.1. Sampling under model I

A natural choice of the randomness of T is the isotropic uniform randomness, a term intro-
duced by R. E. Miles. Intuitively, a fixed point of T would be uniform random in R1, whereas
T itself would have no preferred orientation. For an isotropic uniform random (IUR) small
plane probe T, let us construct the estimator [Rz]=ol(QznT)/A(T) of Rz, where 01 may stand
for either A (=area), (4/r)B (= (4/n) times the length of a plane curve), 2Q (=twice the number
of intersection points) or C (= total curvature of a plane curve), whenever y stands for V , S, L
or K, respectively. Then we have that [Rz]is an UE of Rz.
A practical procedure for taking an IUR section from R1 is similar to that for taking an AWP
section from QO(paragraph 4.3). (Indeed, under model I an IUR probe hitting Ql is effectively
an area-weighted probe.) Since at the present level the sample blocks will have to be small, a
general sampling procedure applying here may be the one described in Fig. 4(a), 4(b), 4(e) and
4(f). Whether OR (Fig. 4b) hits R1,or not, should be checked at the first level magnification
M I , in order to avoid laboratory bias. As an additional precaution, each of the blocks cut at
the vertices of the grid (Fig. 4f) should be isotropically oriented, in order to ensure the unbiased-
ness of [Rz]when y f V. As in paragraph 4.3, it should be noted that all the blocks generated
by a given grid position T constitute a single AWP section R l n T with, say, m parts (m = 3 in
Fig. 4f).
 Sampling designs for stereology 245

Instead of using a grid, a single vertex OR hitting (11 may be used, (Fig. 4b), in order to
obtain an IUR block directly. A section from this block is area-weighted (under model I)
but non-periodic ( m = l), which is a drawback with respect to a periodic section (m > 1) because
the more extensive the section, the more precise [Rz], (see Miles & Davy, 1977, p. 43).
Although independent AWP sections are unlikely to overlap at the present level, since the
blocks are small, we consider it worthwhile to mention a popular, alternative sampling procedure
for m = 1. Here a dense grid is superimposed once on to the slices (as in Fig. 4f) in order to obtain
a large number of blocks (N, say), whereby a random subsample of size n is obtained from these
N blocks without replacement. The subsampled blocks are approximately independent and
identically distributed if N is much larger than n.
Usually a whole section CllnT is not measured completely at the required magnification
( A 4 2 v 200 x ). Instead, an arbitrarily placed rectangular field, say, or the union of a number of
systematic fields is measured. Here R l n T will denote the observed part of the section only,
for convenience.
The above estimator [Rz] is based on a single section. An increase in precision is achieved
if Cl1 is intersected by n independent IUR probes T I , . . ., T,, ( n> 1). In the ith section, let us
define Rzi = Y i / X i , where Yi = a ( R z nTi)and Xi = A(Clln T i )=A(Ti). Since E(R2i)= Rz,
an UE of Rz is

If the control variables X I , . . ., X, are not all equal, however, the estimator [ R z ] may
~ not be
best (=of minimum variance). Intuitively, one sees that each R2i should be weighted somehow
in the right-hand side of (5.1) by a factor depending upon X i . Precise criteria for constructing
the optimum estimator in this kind of situation have been given recently (Cruz-Orive, 1980).
The statistical model proposed there is briefly described next.

5.2. Best linear unbiased estimation from replicated observations under model I
We seek a set of constants (= weights), {ZI, . . ., Z,} such that the linear combination

(5.3)

is an UE of Rz and has least variance among all linear unbiased estimators that can be constructed
for a given set D,={ X I ,. . ., Xn}. Since E(R22) = Rz, unbiasedness is achieved if Z1+ . . .+Z, =
1. However, minimum variance is a second-order property, so that a criterion for this necessitates
further assumptions about specimen and probe. The fact that the points ( X i , Y i )often concen-
trate about a straight line through the origin suggests the following model
Yi=RzXi+ei, ( i = l , . . ., n), (5.4)
where el,. . ., e, are independent random variables such that, for all i, E(ei I X i ) = 0, Var (ei I X i ) =
uXib, where a > 0 and b are constants which can be found from the data and constitute the rele-
vant second-order information mentioned above. (The bar I means conditional to7).Minimizing
+
Var{[Rz]z I D,} with the constraint 2 1 . . .+Z, = 1 yields

Zi=Xi*-b
I C Xjz-b, (i=1,. . ., n),
j =( l
(5.5)

which, inserted into (5.3), gives the required estimator of Rz. The minimum conditional vari-
ance of [R& becomes
246 Luis-M. Cruz-Orive und Ewuld R. Weibel

whose UE is
,!
[Var[Rz]z]=(n- 1) i =I
Zi~R~i-[Rz]~~. (5.7)

In (5.7), and hereafter in the present paper, Var(. ID,[),(whenever it applies), is written Var( .),
for simplicity.
An example of how the model (5.4) can be checked and how the relevant constant b can be
estimated for a given specimen and for a given shape of the probe is presented by Cruz-Orive
(1980). For estimating R:!= S(septum)/V(parenchyma) he found [b] = 1.16 with a standard error
of 0.06, and for estimating R? = V(septum) V(parenchyma), [b] = 1.47, SE[b] = 0.04. Each probe
had the shape of a square.

5.3. Model I : one-stratum design

In this design, a sample of n independent IUR sections (121nT i ; i= 1, . . ., n ) are taken from
the whole t11 as described above. Whenever possible, the sections should be extensive (eventually
periodic) throughout (2,. If the observed part of each section has a fixed area, then the estimator
(5.1) may be used. Otherwise, the model (5.4) should be checked; if it holds, then the estimator
given by (5.3) and (5.5) may be used. If either the model does not hold, or it cannot be checked,
then a reasonable approach is to use (5.3) and (5.5) with b = 1, which gives the traditional ratio
estimator.
An estimate of the minimum sample size required to estimate Re with a relative error less
than 1 with a probability 1 - 01 can be obtained similarly as in (4.8). However, the estimate
of n is only tentative unless the controlled weights { Z i } are mutually equal. For very different
Zis, n has to be estimated empirically in each particular case by increasing the sample size until
[CV[R&] decreases to a desired value.

5.4. Model I : stratijied design

Dividing 111 into strata may be advantageous whenever there is some prior evidence that (22
is not homogeneous within 01but shows a gross pattern of variation. Even if 122 is fairly homo-
geneous within 121, strata may be constructed in order to ensure an even distribution of the sample
units throughout 121. As a general rule, 0 2 should be as homogeneous as possible within each
stratum. In general, a good stratification with optimum allocation of strata sample sizes (see
paragraph 5.5) will result in a more accurate estimator of R2 than a one-stratum design for a
given sample size (for a proof of this, see Cochran, 1977, section 5.6). However, a stratified
design may be expensive because the minimum number of sections per stratum cannot be less
than two (otherwise the design cannot be called stratified but systematic, and the variance of the
final estimator cannot be calculated).
We assume that Q1 is divided into r strata 1211, . . ., 121,. of known volumes (estimable, say,
at the first sampling level). Clearly

where Wf,= V(L21,,)/ V(L11) is the relative volume of the hth stratum, whereas R 2 , r = ~ ( 1 2 ~ / J
V(12lh) is the value of the ratio of interest for the hth stratum. The ratios R2fr can be estimated
separately for each stratum as indicated above for the one-stratum design, whereby the final
estimator of RPbecomes
(5.9)
 Sampling des@zs f o r stereology 247

analogous to a separate ratio estimator (Cochran, 1977, section 6.10). Regarding WI, . . ., W , as
known constants and assuming that R21, . . ., R2, are estimated independently of each other, an
UE of the variance of [R& is
(5.10)

where [Var[Rzh]] is found via (5.7) within each stratum.

If the strata sample sizes nl, . . ., n, are small (n/,=2, 3, 4, say) and the strata are not quite
homogeneous, then the variance of [R& may be large, in which case a more precise estimator
of Rz may be an analogue of the combined ratio estimator (Cochran, 1977, sect. 6.1 l),

(5.11)
where
Ill, 1 ) it

P/,=(l/nh) 2: Yhr,
I = I
8tl=(1/nd X Xitl
I = 1

and Yhi=n(t22hnTh&),X f t t = A ( R l h n T h 8 )(here

, T h z is the observed part of the zth section
from the hth stratum). In general [Rp], is biased for R.. In fact, recalling that in model I the
quantity Xhz is a known constant and that E( Y ht) =Rf/h. Xh2 it follows that

# lk W&h,
h= I

unless 81=. . .= 8,,in which case is unbiased. An UE of its variance is

(5.12)
where
(5.13)

and [Var[Rzh]] is found via (5.7) for each h. If 81= . . .= 8,,

the unbiased estimator (5.13)
becomes
(5.14)

5.5. Optimum allocation of strata sample sizes

It is sufficient to consider optimum allocation for estimating [R& Let ctr be the cost (meas-
ured, e.g. in time units) of preparing and analysing a single section from the hth stratum. The
total cost of all sections is
C= 2: c m I . (5.15)
/I= I

Our present objective is to estimate the r strata sample sizes nl, . . ., n, which minimize
I

Var[Rtz],= 2: WN'). V a r [ R ~ ~ l
/I= I

for a fixed C. Applying the result (5.6) with att, bh, Xht in the place of a, b, X i , respectively,
we can write
(5.16)
248 Luis-M. Cruz-Orive and Ewald K. Weibel

where Sn?=nha/, x l X / , , 2 is a measure of the between sections varzatzon wzthzn the hth
stratum. Minimizing (5.16) with the constraint (5.15) we get n/,x W/,S/,\ c/, (xmeans
proportional to), that is,

The quantities SI,

nh=C(W/!S/,d c h )
lL=, Wkskdch.

. . ., S, can be estimated from a pilot survey making

(5.17)

use of (5.7). If we want

-
to avoid this, the tentative choice btr= 1 for all h gives us S/,=a/,,X,,. If, moreover, a] =. . .=a,,
substituting into (5.17) we get
(5. IS)

which indicates that ntL should be proportional to the hth stratum volume, and inversely pro-
portional to the square root of the product of ch times the average probe area xh for that parti-
cular stratum.
Minimizing C for a given Var[R?],= V , say, results in the following optimum

which is qualitatively equivalent to (5.17).

6. THIRD SAMPLING LEVEL

The parameter to be estimated at the present level is RS= y(L23)/ V(&). The primary sampling
unit used for estimating R3 is a section Q,n T produced by a plane probe T of negligible extent
with respect to 111 (similarly as in the second sampling level) and hitting 0 2 . The structural
model is characterized by the property that the positions in which T does not lie completely inside
(22 have non-zero measure. Thus, the quantity A ( R 2 n T )is a random variable (see Fig. 5b).
In the lung model, for instance, it is obvious that a 1 mm diameter probe T, say, will never lie
completely inside the septa (22. This situation was described by Mayhew & Cruz-Orive (1974,
Figs. 2, 5 and 6), under formulation 11. It can be regarded as intermediate between Miless
restricted and extended cases (Miles, 1978). Here we call it model II.
At the present sampling level, a section of, say, 1 mm in diameter cannot be observed as
a whole at the required final magnification (A43 > 7000 x ). Consequently, the sampling has to
be performed in two stages. In a j k t stage, a primary sample of n sections (=primary units, as
described above) is taken and in a second stage each section is subsampled by a number of micro-
graphs, (denoted by the generic name of quadrats in the present paper), each of which can be
analysed as a whole.
In the following paragraphs, first-stage sampling under model 11 and first-stage best estima-
tion from replicated sections are discussed first. Then, four different subsampling procedures
are studied and a method for assessing optimum sampling and subsampling sizes is given. Finally,
the stratified sampling design is briefly discussed.

6.1. First-stage sampling and estimation under model 11

Suppose the probe T is IUR hitting Q2, and let us consider the estimator [&] = 423n T ) I
A(Q2n T ) .Now, since A ( 0 p T )is a random variable, it can be shown that E[R3] fR3, namely
[R3]is not an UE of R3. However, E{a(LL3nT)}IE{A(0ZanT)}=R3; hence, the bias of [R3] is
found to be E[R3] -R3= - Cov{[R3], A(L2,n T))/E{A(L&n T ) ) ,where Cov denotes covari-
ance between two random variables. As shown by Miles & Davy (1976) this bias can be removed
by making T area-weighted random (AWR) instead of IUR, whereby the probability density
of T is proportional to A(Q2nT ) . Generating an AWR small plane probe in three dimensions,
however, seems technically impracticable; it requires two independent UR points 0 2 and OT
within (22 and T, respectively; then T is isotropically rotated about and finally 0 2 and O r
0~1

are brought to coincide. Thus, we must be contented with taking IUR probes (e.g. in the manner
 Sampling designs for stereology 249

described at the second sampling level) and be prepared to pay the price of a small bias (often
negligible and, in any case, of order l ] n for n independent IUR probes) for estimating R3.
Let us now consider the problem of constructing a best linear estimator from n independent
IUR probes T I ,. . .Tn, ( n > l), hitting Q,. In the ith section, we define R3i= Yi'Xi, where
Yi = a(S23n Ti) and X i = A ( Q m Ti),( X i > 0).The observed behaviour of the ( X , Yj) data in
the lung (Cruz-Orive, 1980) suggests an analogous model to (5.4), namely

+
Yi = R3Xi ei, (i= 1, . . ., n), (6.1)
although now X i is a random variable instead of a control variable. The random variables
el, . . ., e, are independent and, for all i, E(ei 1 X i ) = 0, Var(ei I Xi) = alXJ'l, (a1 > 0 and 61 are
estimable constants). By the property E(ei I Xi) = 0 we have E{ Yif(Xi)}/E{Xif(Xi)} = R3
for any function f(Xi)#O of X i only. In particular, not only E(Yi)/E(Xi)=R3 but also
E( YiIX?)= R3. Similarly as in paragraph 5.2 we find that the estimator

is of minimum conditional variance given the set of realizations D , = {XI, . . ., X,}.However,

since [&]I is unbiased, it follows that Var[Rs]l= E(Var([R3]11 Dn)},
so that [&]I is also of mini-
mum unconditional variance. For the same reason, the following UE of the conditional variance
of [&]I given D,,
?I

[Var[&]~]=(n- 1) c i?i.(Rsi-[&]~)'
i= 1
(6.3)

is also an UE of the unconditional variance Var[R3]1. Now the problem consists in estimating
Zi and R3i for each section by subsampling. Different ways of doing this are described below.

6.2. Systematic quadrats (SQ) subsampling

This is a popular, convenient method of subsampling quadrats under the microscope. One
of the quadrats is UR with fixed orientation with respect to the section, and the remaining quad-
rats are placed successively without overlapping according to a fixed rule, so that the whole
subsample is determined by the position of the first quadrat. In electron microscopy, an ultra-
thin section is usually supported by a copper grid. A 200 mesh copper grid, for instance, has
3.05 mm diameter and consists of bars of 40 pm width which determine square windows of
85 pm side length. Thus the effective probe Ti is a discrete set of windows, i.e. a periodic probe
(Fig. 6a). If the grid is assumed to be IUR with respect to the section, then the first quadrat may
be placed arbitrarily (e.g. at the upper left corner) within a window. The remaining quadrats
may be placed also at the upper left corner of the successive windows (e.g. Weibel et al., 1966,
Fig. 6), which is a form of aligned subsampling (Cochran, 1977, Fig. 8.4a) (see also Fig. 6a
here), or they may be placed in different corners, as in the so-called unaligned subsampling
(Cochran, 1977, Fig. 8.4b) (Fig. 6b here). The latter procedure should be adopted whenever
the phases 0 2 , 0 3 show periodicities which may coincide with the position of the quadrats.
A set of SQ should be regarded as a single probe consisting of discrete parts (=the quadrats),
so that SQ subsampling is effectively a single-stage sampling with a probe of a complex shape,
as noted by Miles & Davy (1977). In our model ZI, only those quadrats hitting the reference
phase Rz in a given section constitute a subsample from that section. If desired, the total number
of quadrats applied to a section S 2, Ti, namely the total number of windows scanned, may be
n
fixed in advance, in which case the subsample size mi will not exceed that number and will
vary from a section to another, in the present model. Preferably, the global arrangement of the
scanned windows should be fixed too (Fig. 6a, b).
Hereafter, let Q i j denote the jth quadrat hitting the ith section Q 2 n Ti (i= 1, . . ., n; j =
1,. . .,mi), and let rjj=yij/xij, where Y ~ ~ = ~ ( Q and ~ ~xij=A(Cl2nTinQii),
~ T ~ ~ Q ~ (~x i j )> O ,
250 Luis-M. Cruz-Orive and Ewald R. Weibel

Fig. 6. Illustration of systematic quadrats ( S Q ) subsampling. (a) Aligned subsampling (within each window,
a quadrat is placed at an arbitrarily fixed corner). (b) Unaligned subsampling (within each window, a quadrat
is placed at a randomly chosen corner). In either example, an arbitrarily fixed 3 x 3 window set has been
chosen. See paragraph 6.2.

since only those quadrats hitting !& constitute the subsample). Since sampling is effectively
one-stage, the formulae ( 6 . 2 ) , (6.3) are readily adapted. Thus

where
c yij,
7JIz 7,li

yi. = xi. = xij.

j= 1 j= I
Also,

Before regarding [R3I2as a best linear unbiased estimator, the model (6.1) should be checked
by plotting the points (xi., yi.). Moreover, bl can be assessed from the plot (Cruz-Orive, 1980;
Miiller et al., 1981).
With the same reservations indicated in paragraph 5.3, a tentative optimum number n
of sections can be estimated from a pilot sample similarly as in (4. 8), using (6.6) to calculate
KO.A tentative estimate of the optimum number m of quadrats per section can be obtained by
regarding the quadrats as independent random (see paragraph 6.6. below).

6.3. Independent area-weighted quadrats ( AW Q ) subsampling

This subsampling procedure (proposed by Miles & Davy, 1977) allows a model-free unbiased
estimation of Rzi= Yi/Xi in a given section. Assuming hereafter that its orientation is fixed, an
area-weighted quadrat Q f j hitting & n T i is taken by choosing two independent UR points,
OR in Q 2 nTi and OQin Qij, then making OR and OQcoincide. Since Q i j is sampled with pro-
bability proportional to xij, an UE or 1/Xi is a quantity proportional to l/xij. If the quadrat
area A ( Q i j ) is constant and mi is chosen to be proportional to Gi/A(Qij),where Gg is the area
described by a fixed point of Qij when Q i j hits Q 2 nTi, then an approximately UE of Zi in
(6.2) -is
\ - --,
 Sampling designs for stereology 251

(In practice we may take miccXi/A(Qij)whenever Q f , is small in relation to % n T i and hence

Gi E X i ) . On the other hand,

is an UE of the R3i in (6.2) because E(rij)= R3i. Thus, an estimator [&I3 of R3 obtained via
independent AWQ subsampling is computed as in (6.2), (6.3) with Zi and R3i replaced by the
respective estimators (6.7) and (6.8). However, [&I3 does not need to be of minimum variance.
The assessment of 61 in (6.7) should be made from the plot of the points ( [ X i ][,Yi]),where
[ X i ]= mi2/&( l / x i j ) and [ Y z ]= [%I [ X i ] .
For a given section !&nTi, the estimation of Rsi=Yi/Xt is likely to be more accurate via
AWQ than via SQ subsampling (see Miles & Davy, 1977, pp. 31-32); intuitively, an AWQ tends
to carry more information than a SQ about !&. However, the generation of independent UR
points {OR}within the whole Qzn Ti presents technical difficulties and it is two slow (Muller
et al., 1981); moreover, the subsampled quadrats may overlap. The ensuing modification, de-
scribed in more detail in the latter paper, was conceived to obviate the mentioned shortcomings.

6.4. Systematic area-weighted quadrats ( S AW Q ) subsampling

In this method, the independent UR points {OR}of AWQ subsampling are replaced by
systematic points. In practice, a systematic point may be sampled as a fixed point (e.g. the centre)
of a systematic quadrat (Fig. 7a). If a systematic point 0 s hits the reference phase ,522 (Fig.
7b), then a UR point OQis generated inside the quadrat (Fig. 7c), and finally the section image
is translated to make 0s-coincide with OQ (Fig. 7d), this resulting in a SAWQ. A subsample
size of m quadrats/section is fixed in advance, and the procedure ends for a given section when
the mth SAWQ has been taken. Let k i be the number of systematic points applied to the ith

Fig. 7. Illustration of systematic area-weighted quadrats (SAWQ) subsampling of a model I1 section (see
also Fig. 5b). (a) A realization of a set of ten systematic points (one per window). (b), (c), (d) Generation
of a SAWQ hitting (22. See paragraph 6 . 4 .
252 Luis-M. Cruz-Orive and Ewald R. Weibel

section in order to obtain the m quadrats, and suppose the section lies on a grid of square win-
dows, as described above, with one systematic point applied to each window. Then the point
count ratio m,'ki is an estimate (not unbiased, in general) of Xi:(kiF), where F is the constant
area of a window and Xi is the area of the intersection between 02nTi and the set of ki windows.
Therefore, if m is kept constant for all sections, then Xi may be expected to be also approximately
constant. Consequently, we estimate the Zi of (6.2) by 1,n, simply. On the other hand, an approx-
imately UE of R3i= YiiXi is [R3i]=(l,im)2:j(yij:xij),as shown in the Appendix. Thus, the
final estimator of R3, computed from SAWQ subsampling data becomes
lI Ill

[R3].~=(lln)2: [&i],
i=l
where [R3i]=(llm)j C
=1
(yijlxij), (6.9)
I1

[Var[RsI~l={n(n- I))-' C {[&i] - [&I#. (6.10)

;=I

If in a given section the number of available windows is less than ki, then a second run may
be made after modifying the rule for placing 0 s in a window. In this event, however,
the quality of [R3I4may be reduced slightly, because the Xi may no longer be approximately
constant. If this is likely to occur, it is better to sample, say, two points per window, from the
very beginning, for all sections.

6.5. Independent random quadrats subsampling

The results obtained in the present paragraph apply to any random quadrat subsampling
method by which the data can be fitted by the following model (Cruz-Orive, 1980),
Y . . - R 3 .lxtl. . +eij,
~ (i= 1, . . ., n ; j = 1, . . ., mi), (6.11)
where the {eij) are independent random variables such that, for all i, j , E(eijIxij)=O and
Var(eij I xij) = azxijh, (a2 > 0 and bz are constants estimable from the data). In turn, the first-
stage quantities (Xi, Yi)are assumed to follow the analogous model (6.1).
Although independent random quadrats subsampling will seldom be applied, because it is
technically difficult and because it may result in an excessive quadrat overlapping, nevertheless
the study of the present model is justifiable on the following grounds. Firstly, it leads to the
construction of a general two-stage estimator of R3 which may be artificially converted into
either estimator [R3I2 or [R&, for instance, by a suitable choice of the constants bl and bz,
this flexibility constituting a definite computational advantage. Secondly, our approach leads
to formulae for estimating between and within-sections variances, and thereby to formulae for
estimating optimum sampling and subsampling sizes (paragraph 6.6) which can be used as tenta-
tive starting points for different subsampling plans.
The construction of a convenient, two-stage linear UE of R3 which is also of minimum
variance for a given realization D, = { X I ,. . ., X n } would require additional assumptions upon
specimen and probe structures (Cruz-Orive, 1980). As a reasonable compromise, we sacrifice
exact minimum variance and use the following estimator,

(6.12)

which is a linear combination of the best linear unbiased second-stage estimators of the R3i
constructed from the model (6.1l), namely

with weights
,I/

[Ztl= [X,]? [XI]' where [X,]= 2; xzj, (6.14)

J= 1 J- 1
 Sampling designs f o r stereology 253

suggested by the first stage model (6.1). Note that the artificial choice 6.1= 1 yields [R&, whereas
Yet, the substitutions be = 2 and [Xi]= mi21 2;j( 1,xij) yield [R3]3.
b1 = br = 2 yields [R~].L.
If ml= . . .= mn = m, say, the expected variance of [R3]5,conditional on D,,is shown to be
(Cruz-Orive, 1980):
Var[Ra]s= SI2;n+S22,l(nm)-6, (6.15)
,x
where 6 =(..in) x i (Zi - nZi2)E(1 j x f j 2 hl 1 X t ) is a correction term which vanishes when the
true weightsZ1, . . ., Z , are all equal to lln. In the latter case, (6.15) reduces to the well-known
two-stage variance formula (e.g. Cochran, 1977, formula (10.8)), involving the between-sections
variance S1 and the within-sections ( = between-quadrats) variance Sa. If subsampling is
without overlapping, with a constant subsampling fraction f = (area of the m quadrats applied
to a section)i(area of the section), then the last two terms in the right-hand side of (6.15) have
to be multiplied by (1 -fz).
The between-sections variance S12is a measure of the true variability between independent
sections, and it is defined (conditionally on Dn)as follows,
/I

S1 = C ZiVar(R3i I X i )
,=I

(6.16)

The within-sections variance Sz2 is a measure of the true variability between independently
subsampled quadrats, namely,

(6.17)

Approximately UE of S22 and Siz are shown to be the following,

n I n
[SlZ]=s1L -
n-1
?: {[Z,I- [ Z f ] 2 ) s ~ z 2 ~ mwhere
ly sl2=
n-1
2 [Z/]([R3,]- [R3I5)2.
(6.19)

Finally, an approximately UE of the conditional variance of itself is

1
[Var[R315]=sl2 n-
n-1
x {[Z,]-n[Z,]2)szl rn,
I

,=1
(6.20)

=si2 n if Z,=. . .=Z,=IIn.

6.6. Optimum sampling and subsampling sizes

Although the following results refer strictly to independent random quadrats subsampling
they may be applied tentatively to other designs, as indicated in the preceding paragraph.
Let c1 denote, say, the time in minutes required to prepare an ultrathin section for electron
microscopy; likewise, let cz be the time in minutes required to take a quadrat and to analyse it.
The total cost of n sections and m quadrats per section becomes
C = cln + canm.
On the other hand, by (6.15),
Var[R3]5= Sln+ Sz2/(nm),
17
254 Luis-M. Cruz-Orive and Ewald R. Weibel

where the term 8 has been neglected. As indicated by Cochran (1977, section 10.6), minimizing
C for a given variance, or the latter for a given C, is equivalent to minimizing their product.
This yields
m= (Sr/Sl)(c, /c~)/~ (6.21)

as optimum number of quadrats per section. For aJixed total cost C the optimum number of
sections becomes
n=C/(c1+crrn). (6.22)

Alternatively, if we wish to make Var[Rs]:, < V , say, then

n = ( S 1 2 + S+/m)/V . (6.23)

Since S12 and St?2are usually unknown a priori, the formulae (6.19) and (6.18) can be used to
obtain the corresponding estimates from a pilot sample. For further refinements, the reader is
referred to Cochran (1977, section 10.7).

6.7. Model 11: stratijed design

Stratifying the reference phase is usually avoided at the present level because the total num-
ber of ultrathin sections required may become unduly large and the resulting design expensive.
If accuracy must prevail over cost, however, a stratified design is usually superior to a one-
stratum design for a given sample size, as pointed out in paragraph 5.4.
Suppose 0 22 is divided into r strata 0 2 1 , . . .,( 1 ~ Then,
~ . quite similarly as in (5.8), we can
write
(6.24)

where Wn= V(Cl,,)/V(Q,) is the relative volume of C l 2 for the hth stratum whereas Ran=
~((23~J/V(Qz~L).In general, Wh will have to be estimated at the second sampling level, this
suggesting the convenience of using the same stratification at both the second and third levels.
The final estimator of R3 is obtained on replacing R3h by the corresponding estimator [R3h],
found within the hth stratum by any of the procedures outlined above. The variance estimator
is obtained by the obvious analogue to formula (5.10) (see also Miiller et al., 1981).
An optimum allocation of strata sampling and subsampling sizes can be obtained by a
straightforward application of the formulae in paragraphs 5.5 and 6.6. For an explicit account,
see Cochran (1977, section 10.10).

7. O P T I M U M A L L O C A T I O N O F S A M P L E S I Z E S AT T H E D I F F E R E N T L E V E L S O F A CASCADE
DESIGN
In the preceding sections, each of the three sampling levels of our cascade design (see (3.4)-
(3.7) with N= 3) have been studied separately, leading to the obtention of the ratio estimators
[Ri], of their variances, and of the optimum sample sizes. The question remains of how to allo-
cate the sample sizes when all sampling levels are taken together, the final objective being the
estimation of y3 or, in general, of y\. .
Let cPi be the cost of a primary sampling unit (= a section) and c S f the cost of a subunit
( = a quadrat) at the ith level (i= 1, . . ., N). Further, let ni be the number of sections and mi
the number of quadrats per section used at the ith level, (mi= 0 if one-stage sampling is used).
Ignoring fixed costs, the total cost of the N-level design becomes

Now, let q b i = SbiiRi be the true coefficient of variation between sections and ql,.i = S , i , Ri that
 Sampling designs for stereology 255

within sections at the ith level (we set q,,,i=O if one-stage sampling is used). If [Ri]is an UE
of Ri, (i= 1, . . ., N), the variance of the final estimator is, approximately,
-\
Var[ys] = y , ~ " .Z; ( l ~ n ~ ) ( q ~ ~ i 2 + q ~ ~ , i 2 ~ m ~ ) .
i= I

The problem consists in estimating optimum sample sizes nl, . . ., n,Y, mi, . . ., m x which mini-
or the latter for a given C. Either minimization leads to the following
mize C for a given Var[yA~],
results,
ni = h q b i / Z / C l ) i , (7.1)
mi = ( ~ ~ i / q b i ) ( c p i / C s i ) ' / " , (7.2)
If C is fixed, the multiplicative factor h in the right-hand side of (7.1) becomes

h=C Ic j= 1
(qhiZ/Cpj+qac,jZ/Csj), (7.3)

whereas, if Var[y1\-]/ys2= Q2, say, is fixed,

Av
Q-2 X (qhjZ/Cpj+qlL'jZ/CSj),
j=1
(7.4)

which complete the whole sampling plan.

Since the q b i , qu.i are in general unknown, they may be estimated at each sampling level
by means of pilot samples of sizes not, mot, (i= 1, . . ., N ) . At our first level, for instance, (see
section 4), q b t can be estimated if [ R I ]is~used, namely,
[qb12]= nol[Var[Ril~l/[~il;1".

Similarly, at our second level,

[qd]= ~ o ~ [ V ~ ~ [ R ~ I ~ I / [ R Z I Z ~ ,
and at our third level (in which we have sampling and subsampling),
[qb3'] = [slal/[R3]52,

[qw321= [S221/[R3152,
where [Sla], come from (6.19) and (6.18), respectively, with n=no3, m=mo3.

8. FINAL COMMENTS
One of the basic ideas to be drawn from the present paper is that, if we want to estimate a
global parameter defined on a whole organ (e.g. total capillary volume in a lung), we must be
prepared to consider the whole organ as the population to be sampled, namely we must give every
conceivable compartment of the organ a chance of being examined. Therefore, any results
obtained by the analysis of a single block from a specific part of the organ, or of several blocks
from a standard compartment of the organ will apply exclusively to the block or to the chosen
compartment and not to the whole organ even if the analyses are made for comparative purposes.
The minimum number of sections required to estimate a given parameter with a specified
precision depends basically upon the true variance between sampling units and not on the actual
size of the reference phase. Therefore, reducing the sample size only because the organ is small
may not be justifiable.
In the absence of any prior information on the variation between sampling units, the optimum
sample size which minimizes the estimation cost for a given variance, or vice versa, can be as-
sessed from a small pilot sample, as we have shown for the different sampling levels (sections
4-6) and for the whole design (section 7). In order to fix the 'desired precision' of the final
estimator, however, we must look at the final objective of the investigation. If this is, say, the
256 Luis-M. Cruz-Oriveand Ewald R. Weibel

comparison of two treatments with two independent groups of animals, then the variance of
a global estimator considered in this paper becomes a contribution to the within-animals variance,
which may be relatively unimportant if the between-animals variance is large. As stated in the
Introduction, the scope of the present paper is restricted to the study of the design {section
(quadrat)} and not of the higher order nested design treatment {animal {section (quadrat): 1;.
In our context, the latter is treated for example by Shay (1975) and Gundersen & Osterby
(1981); see also Nicholson (1978). For a general treatment of nested designs the reader is referred
to Scheffi (1959) and for a more elementary approach, to Snedecor & Cochran (1967).
Bearing in mind that in electron microscopy, for instance, a quadrat is itself subsampled by
point and line probes, some readers may feel that our scheme should still be expanded into a
{section {quadrat (point)}} or a {section {quadrat (line)}}nested hierarchy, this giving rise to a
three-stage sampling design. Indeed, this would be the case if the points and lines were indepen-
dent random within a quadrat. Since most test systems used in practice consist of a fixed regular
arrangement of lines and points, however, the corresponding sub-subsampling is systematic,
whereby a test system can be regarded as a quadrat of a complex shape and the scheme {section
(quadrat)} prevails. Therefore, if a test system is used, the generic ratio ci( .)/A(.), (see section
5 . l), may be replaced throughout by P( .)/P(.), 21( .)/L( .), or TT( .)/A(.) whenever a: stands
for A, ( 4 / r ) Bor C, respectively, where P= number of points, I= number of intersection points,
L=probe line length in the reference phase, and T=tangent count, without any substantial
change in the formulae.
One of the main problems faced by the practical stereologist seems to be not only to find an
optimum sampling procedure, but to compute the final estimate and its error variance from the
final micrograph-section data. Since either the ratio of the means or the mean of the ratios may
be taken at each stage, four different possibilities emerge which may yield rather different num-
erical values. These four possibilities can be regarded as particular cases of the general two-stage
estimator formula (6.12) when either constant bl or bz is given the numerical value 1 or 2.
We have seen that the right choice depends upon the underlying model and upon the sampling
and subsampling procedures used, i.e. it cannot be made by looking only at the find data.
The latter point should be taken also as a prevention against the uncritical use of black-box
computer programs for processing stereological data.
Some of the sampling procedures described here would require special, but not necessarily
expensive, instrumental devices, both for the laboratory bench and for the electron microscope.
Their steady development during the forthcoming years should be most welcome by stereologists.

ACKNOWLEDGMENTS
We wish to thank a referee for a number of detailed, constructive comments. We are also
grateful to Miss R. Fankhauser, Mr K. Babl and Miss M. Rufenacht for their skilful assistance
in preparing the manuscript.
Financial support was received from the Swiss National Science Foundation Grant No.
3.209.77.

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Y i / X iBY SAWQ SUBSAMPLING

A P P E N D I X : E S T I M A T I O N O F R3i=
We recall that each probe is a union of discrete windows of a constant area F. Let Yij=
a(Q3nFij),Xij=A(Q*nFij), where Fij denotes thejth window of the ith section, and let us
define the random variable Uij= YijiXij if the systematic point 0s laid in F f j hits 0, (namely
with probability XijIF if we assume that Fij is UR with respect to L22), and Uij = 0 otherwise.
Re-numbering Fil,. . ., Ft,,<the m windows in which 0 s hits 128, we have

Since E( U z l =
) Y ,I F, taking expectations on both sides of (1) we get

As indicated in paragraph 6.4, the product mF can be expected to approach the sum Xi1 + . . .+
X i k , . Therefore,

2 R3,. (3)
Now y l l x 7 ] is an UE of Y,, X , , because the quadrat Q z ,is x 7,-weighted in the window Fzl.
Using ( 3 ) , it follows that = (1 'm)C,(y,, xzI ) is an approximately UE of R3?.