Towards optimal regression estimation in sample surveys


Berger, Yves G., Tirari, Mohammed E.H. and Tille, Yves (2003) Towards optimal regression estimation in sample surveys Australian and New Zealand Journal of Statistics, 45, (3), pp. 319-329. (doi:10.1111/1467-842X.00286).

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Description/Abstract

The Montanari (1987) regression estimator is optimal when the population regression coefficients are known. When the coefficients are estimated, the Montanari estimator is not optimal and can be extremely volatile. Using design-based arguments, this paper proposes a simpler and better alternative to the Montanari estimator that is also optimal when the population regression coefficients are known. Moreover, it can be easily implemented as it involves standard weighted least squares. The estimator is applicable under single stage stratified sampling with unequal probabilities within each stratum.

Item Type: Article
Digital Object Identifier (DOI): doi:10.1111/1467-842X.00286
ISSNs: 1369-1473 (print)
Keywords: design-based inference, generalized regression estimator, inclusion probabilities, montanari estimator, conditional poisson sampling
Subjects:
ePrint ID: 34117
Date :
Date Event
2003Published
Date Deposited: 16 May 2006
Last Modified: 16 Apr 2017 22:14
Further Information:Google Scholar
URI: http://eprints.soton.ac.uk/id/eprint/34117

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