Sankhya: The Indian Journal of Statistics
1994, Volume 56, Series B, Pt. 1, pp. 1--10
OPTIMAL PREDICTION OF THE FINITE POPULATION REGRESSION COEFFICIENT
H. BOLFARINE, S. ZACKS, S. N. ELIAN and J. RODRIGUES, University of Sao Paolo and State University of New York, Binghamton
SUMMARY. In this paper we investigate optimal prediction of the finite population regression coefficient b N under a general linear regression superpopulation model. Optimal predictors are obtained under Gaussian superpopulation models and also under weaker Gauss-Markov type assumptions. We derive the optimum linear predictor of b N under the general linear model with a nondiagonal covariance matrix and show that it reduces to the usual least squares estimator of the superpopulation regression coefficient.
AMS (1990) subject classification. 62D05.
Key words and phrases. Best linear predictor, best unbiased predictor regression coefficient, two stage sampling, weighted least squares.
Full Paper (PDF)
This article in mathematical reviews.