使用动态线性模型分析重复调查

Analysis of Repeated Surveys Using a Dynamic Linear Model

International Statistical Review · 1987
被引 30
ABS 3

中文导读

本文回顾重复调查数据分析文献,提出在一般条件下用动态线性模型分析此类数据的新框架,给出有限总体总量的最优预测,并讨论模型参数的最大似然估计,附两个实例。

Abstract

Summary After giving a brief review of the literature on the analysis of data from repeated surveys, we present a new framework for analysing such data using a dynamic linear model under very general conditions and present optimal predictors of totals of finite populations. We also discuss the estimation of model parameters by the method of maximum likelihood and present two examples to illustrate the theory.

统计学数学计算机科学调查方法