比率估计量方差的估计

Estimation of Variance of the Ratio Estimator

Biometrika · 1982
被引 2
ABS 4

中文导读

研究了一类比率估计量方差的估计量,包括两个标准估计量v0和v2,并近似了Royall和Eberhardt提出的vH。通过渐近展开得到方差和偏差,从而在无模型假设下比较v0、v1和v2的优劣,并在简单回归模型下进一步比较。

Abstract

A general class of estimators of the variance of the ratio estimator is considered, which includes two standard estimators v0 and v2 and approximates another estimator vH suggested by Royall & Eberhardt (1975). Asymptotic expansions for the variances and biases of the proposed estimators are obtained. Based on this we obtain optimal variance estimators in the class and compare the relative merits of three estimators v0, v1 and v2 without any model assumption. Under a simple regression model a more definite comparison of v0, v1 and v2 is made in terms of variance and bias.

数学统计学计量经济学