Estimating Subgroup Means with Misclassification
研究在个体被错误分配到子组时如何估计子组均值，提出一种简单的非迭代估计量，并给出其协方差矩阵的显式表达式，可用于假设检验和区间估计。
SUMMARY The present paper considers the estimation of subgroup means in the presence of misclassification errors in allocating individuals to the subgroups. A simple non-iterative estimator resulting from modifying Selen's (1986) estimator is studied when the probabilities of misclassification are independently estimated. In contrast to Selen (1986), an explicit expression for the covariance matrix of the suggested estimator is obtained using special matrix products and matrix differentiation theories. The result is useful in developing large sample theories for hypothesis testing and interval estimation. For the case of double sampling, the problem of deriving a more efficient estimator is considered and a method for allocating sample sizes suggested.