ESTIMATING THE CONDITIONAL VARIANCE OF A DESIGN CONSISTENT REGRESSION ESTIMATOR

被引：13

作者：

KOTT, PS ^{[1
]}

机构：

[1] NATL AGR STAT SERV,WASHINGTON,DC 20250

来源：

JOURNAL OF STATISTICAL PLANNING AND INFERENCE | 1990年 / 24卷 / 03期

关键词：

asymptotic; Finite population; model; random sampling; Yates-Grundy variance estimator;

D O I：

10.1016/0378-3758(90)90049-Z

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：

A design consistent regression estimator provides the means for constructing a finite population parameter estimate that is conditionally unbiased under a model, yet resistant to model failure (i.e., design consistent). In a similar fashion a model unbiased conditional variance estimator for the parameter estimate can be developed that is also a design consistent estimator of design mean squared error. © 1990.

引用

页码：287 / 296

页数：10

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