Corrigenda: Variance of Weighted Regression Estimators When Sampling Errors are Independent and Heteroscedastic
β Scribed by T. R. Bement and J. S. Williams
- Book ID
- 125223803
- Publisher
- American Statistical Association
- Year
- 1970
- Tongue
- English
- Weight
- 245 KB
- Volume
- 65
- Category
- Article
- ISSN
- 0162-1459
- DOI
- 10.2307/2284620
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
In this paper properties of an estimator of the population mean on current occasion under successive sampling scheme, when various weights (9h.s) and regression coefficients (BA.h-1) are estimated for A ~2 , have been studied. Some empirical results on the estimation of the variance of an unbiased e
A simple transformation method, proposed by Fuller and Battese (1973), for making inferences from one and two-fold nested error regression models with equal error variances under two and three-stage cluster sampling is extended here to the more realistic case of unequal error variances. The method p