A Note on Estimating the Variance of the Regression Estimator
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。
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.