Rejective sampling improves design and estimation efficiency of single-phase sampling when auxiliary information in a finite population is available. When such auxiliary information is unavailable, we propose to use two-phase rejective sampling (TPRS), which involves measuring auxiliary variables for the sample of units in the first phase, followed by the implementation of rejective sampling for the outcome in the second phase. We explore the asymptotic design properties of double expansion and regression estimators under TPRS. We show that TPRS enhances the efficiency of the double expansion estimator, rendering it comparable to a regression estimator. We further refine the design to accommodate varying importance of covariates and extend it to multi-phase sampling.
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