THE EFFECT OF CHANGES OF LOCATION ON LEAST-SQUARES ESTIMATORS FOR SAMPLES STRATIFIED ON THE DEPENDENT VARIABLE
成果类型：
Note
署名作者：
RAAB, GM; YU, JZ
刊物名称：
BIOMETRIKA
ISSN/ISSBN：
0006-3444
发表日期：
1987
页码：
216219
关键词：
摘要：
The consistent least-squares estimator, proposed by Jewell (1985) for linear regression with data arising from stratified samples, lacks invariance with respect to a change of location of the dependent variable. Simulation suggests that its efficiency is reduced when the origin of the dependent variable is far from its mean. This estimator can be made invariant to a change of location by specifying that the dependent variable is measured from the estimated population mean. Another similar invariant estimator is also suggested.