A constrained MINQU estimator of correlated response variance from unbalanced data in complex surveys.
A constrained MINQU estimator of correlated response variance from unbalanced data in complex surveys.
This paper is concerned with the estimation of correlated response variance from unbalanced data in complex surveys. The Minimum Variance Quadratic Unbiased Estimator (MINQUE) proposed by Rao (1971, 1972) is often used for variance components estimations. However, for unbalanced data the equations for obtaining the MINQU estimates are very difficult to solve. In this paper we propose a constrained MINQU estimator by substituting robust unbiased estimates for the random residual errors in the MINQUE equations to obtain estimates of the correlated response variance. We demonstrate through numerical and empirical studies that the constrained MINQUE is efficient compared to the full MINQU estimator. We also point out that the constrained MINQU estimator can be used in other cases where reducing the complexity of the MINQUE equations is desired.
correlatedresponsevariance, minimum variance, quadratic unbiased estimator (minique)
1175-1188
Gao, Sujuan
d321c777-6a76-4967-96e2-4e2217f79ecc
Smith, T.M.F.
61602253-c2d6-43a1-862b-291379e75318
1998
Gao, Sujuan
d321c777-6a76-4967-96e2-4e2217f79ecc
Smith, T.M.F.
61602253-c2d6-43a1-862b-291379e75318
Gao, Sujuan and Smith, T.M.F.
(1998)
A constrained MINQU estimator of correlated response variance from unbalanced data in complex surveys.
Statistica Sinica, 8 (4), .
Abstract
This paper is concerned with the estimation of correlated response variance from unbalanced data in complex surveys. The Minimum Variance Quadratic Unbiased Estimator (MINQUE) proposed by Rao (1971, 1972) is often used for variance components estimations. However, for unbalanced data the equations for obtaining the MINQU estimates are very difficult to solve. In this paper we propose a constrained MINQU estimator by substituting robust unbiased estimates for the random residual errors in the MINQUE equations to obtain estimates of the correlated response variance. We demonstrate through numerical and empirical studies that the constrained MINQUE is efficient compared to the full MINQU estimator. We also point out that the constrained MINQU estimator can be used in other cases where reducing the complexity of the MINQUE equations is desired.
This record has no associated files available for download.
More information
Published date: 1998
Keywords:
correlatedresponsevariance, minimum variance, quadratic unbiased estimator (minique)
Organisations:
Statistics
Identifiers
Local EPrints ID: 30026
URI: http://eprints.soton.ac.uk/id/eprint/30026
ISSN: 1017-0405
PURE UUID: ac41509c-3d23-451b-9c8d-a651da2786b8
Catalogue record
Date deposited: 19 Mar 2007
Last modified: 08 Jan 2022 12:56
Export record
Contributors
Author:
Sujuan Gao
Author:
T.M.F. Smith
Download statistics
Downloads from ePrints over the past year. Other digital versions may also be available to download e.g. from the publisher's website.
View more statistics