关于回归估计量方差估计的一点注记

A Note on Estimating the Variance of the Regression Estimator

Biometrika · 1992
被引 0
ABS 4

中文导读

本文比较了两种有限总体均值回归估计量的方差估计方法,指出一种在大样本下近似于已知估计量,另一种则完全等价于已知估计量,并讨论了它们的相对优劣。

Abstract

Särndal, Swensson & Wretman (1989) and Kott (1990a) have proposed two separate estimators for the variance of the regression estimator of a finite population mean based on a simple random sample without replacement. It is shown here that the former approximates for large samples and the latter equals respectively two known variance estimators, relative merits of which are already studied in the literature.

计量经济学抽样调查回归分析方差估计