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Optimal Prediction in Stochastic Regression Models with Application to the Analysis of Repeated Surveys
Author(s) -
Tam S. M.
Publication year - 1986
Publication title -
australian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.434
H-Index - 41
eISSN - 1467-842X
pISSN - 0004-9581
DOI - 10.1111/j.1467-842x.1986.tb00707.x
Subject(s) - regression analysis , statistics , linear regression , mathematics , sample (material) , regression , proper linear model , population , econometrics , stochastic modelling , computer science , polynomial regression , demography , chemistry , chromatography , sociology
Summary Several results relating to the optimal prediction of regression coefficients and random variables under a general linear model with stochastic coefficients are presented. These results are then applied to the analysis of repeated sample surveys over time. In particular, if the finite population can be modelled by a superpopulation model, a fully efficient method for the analysis of repeated surveys is proposed.