The Effect of Two-Stage Sampling on Ordinary Least Squares Methods
研究两阶段抽样中组内相关性对线性回归标准方法的影响，发现普通最小二乘估计量表现良好，但方差估计和基于它的置信区间、假设检验可能严重失真，且影响程度在样本量相近时小于对均值方差的影响。
Abstract We look at the effect of intracluster correlation on standard procedures in linear regression. The ordinary least squares estimator, , of the coefficient vector performs well in most cases but the usual estimator of cov() and procedures based on this such as confidence intervals and hypothesis tests can be seriously misleading. The size of the effect, however, tends to be smaller than the corresponding effect on the variance of an estimated mean in two-stage sampling provided that the cluster sample sizes are approximately equal.