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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.
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)
1017-0405
1175-1188
Gao, Sujuan
d321c777-6a76-4967-96e2-4e2217f79ecc
Smith, T.M.F.
61602253-c2d6-43a1-862b-291379e75318
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), 1175-1188.

Record type: Article

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.

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Published date: 1998
Keywords: correlatedresponsevariance, minimum variance, quadratic unbiased estimator (minique)
Organisations: Statistics

Identifiers

Local EPrints ID: 30026
URI: https://eprints.soton.ac.uk/id/eprint/30026
ISSN: 1017-0405
PURE UUID: ac41509c-3d23-451b-9c8d-a651da2786b8

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Date deposited: 19 Mar 2007
Last modified: 17 Jul 2017 15:56

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