Estimation of Variance of the Regression Estimator.

Abstract

For estimating the variance of the regression estimator in simple random sampling without replacement, several design-based and model-based estimators and a new class of estimators are compared. Their second order expressions and biases are derived and compared. Empirical results on the biases and MSE's (Mean Squared Errors) of the variance estimators and the conditional and unconditional coverage probabilities of their associated t-intervals lend support to the theoretical results and suggest further questions. Originator-supplied keywords include: Variance estimator, Design-based, Model-based, Jack Knife (estimator), and Conditional coverage probabilities.

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Document Details

Document Type
Technical Report
Publication Date
Oct 01, 1984
Accession Number
ADA149407

Entities

People

  • C. F. J. Wu
  • L. Y. Deng

Organizations

  • University of Wisconsin–Madison

Tags

Communities of Interest

  • C4I

DTIC Thesaurus Topics

  • Data Science
  • Estimators
  • Information Science
  • Intervals
  • Mathematics
  • Optimal Estimators
  • Probability
  • Sampling
  • Statistical Algorithms
  • Statistical Analysis
  • Statistical Sampling
  • Statistics
  • Surveys
  • Theorems
  • United States
  • Universities
  • Wisconsin

Fields of Study

  • Mathematics

Readers

  • Statistical inference.