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Towards optimal regression estimation in sample surveys

Yves G Berger, Mohammed El Haj Tirari & Yves Tillé

Résumé 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.
   
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Citation Berger, Y. G., El Haj Tirari, M., & Tillé, Y. (2003). Towards optimal regression estimation in sample surveys. Australian and New Zealand Journal of Statistics, 45(3), 319-329.
   
Type Article de périodique (Anglais)
Date de publication 24-3-2003
Nom du périodique Australian and New Zealand Journal of Statistics
Volume 45
Numéro 3
Pages 319-329
URL http://onlinelibrary.wiley.com/doi/10.1111/1467-842X.0028...