I’m not certain how many counties are included in each of the monthly CPS samples, but I suspect that not all counties make it into each sample and in some counties the samples size is likely quite small. This suspicion is supported by the details of the CPS sample design. Namely, that the CPS samples are multi-stage stratified samples. The first stage of sampling involves dividing each U.S. state into “primary sampling units” (PSUs), most of which comprise a metropolitan area, a large county, or a group of smaller adjacent counties. The CPS consists of independent samples in each state and the District of Columbia. Within each state, the PSUs are grouped into homogenous strata with respect to labor force and other social and economic characteristics that are highly correlated with unemployment. One PSU is sampled per stratum, where the probability of selection for each PSU in the stratum is proportional to its population. In the second stage of sampling, a systematic sample of housing units is drawn from within each chosen PSU.