WEIGHTED GENERALIZED LEAST-SQUARES ESTIMATION FOR COMPLEX SURVEY DATA

被引：2

作者：

SELDEN, TM ^{[1
]}

机构：

[1] SYRACUSE UNIV,DEPT ECON,SYRACUSE,NY 13244

来源：

ECONOMICS LETTERS | 1994年 / 46卷 / 01期

关键词：

D O I：

10.1016/0165-1765(94)90069-8

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

If data are stratified and clustered, the intra-cluster correlation can be used to improve the efficiency of weighted estimators. However, 'weighted generalized least squares' (WGLS) is potentially biased. Two specification tests are presented, along with an unbiased 'conditional WGLS' estimator.

引用

页码：1 / 6

页数：6

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