Variance estimation using auxiliary information: An almost unbiased multivariate ratio estimator

被引:27
|
作者
Cebrian, AA [1 ]
Garcia, MR [1 ]
机构
[1] UNIV GRANADA,FAC CIENCIAS,DEPT ESTADIST & INVEST OPERAT,E-18071 GRANADA,SPAIN
关键词
D O I
10.1007/BF02717100
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
The goal of this paper is to investigate the repeated substitution method (see Srivastava, 1967) estimating population variance in finite population sample surveys. We propose an almost unbiased multivariate ratio estimator that has a smaller mean squared error than the conventional biased multivariate ratio estimator (established by Isaki (1983)) and with the same precision as the multivariate regression estimator. Furthermore, it is a computationally much more interesting estimator since to compute it we only need to have knowledge of correlation among available variables, which it is common to have in several practical situations. A comparison of the multivariate ratio estimator proposed and the multivariate regression:estimator is given.
引用
收藏
页码:171 / 178
页数:8
相关论文
共 50 条