Finite-population prediction under error-in-variables superpopulation models
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Publication:3359553
DOI10.2307/3315797zbMath0733.62011OpenAlexW1988242317MaRDI QIDQ3359553
Publication date: 1991
Published in: Canadian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3315797
predictionlocation modelregression modelsunbiasednessposterior variancemeasurement errorsnoninformative priorfinite populationspopulation totaltwo-stage samplingsimulation studiesBayes predictorprediction varianceerrors-in-variables superpopulation modelsexpansion predictor
Related Items (8)
Prediction in finite population under error-in-variables superpopulation models ⋮ Admissibility of the usual estimators under error-in-variables superpopulation model ⋮ Bayes and minimax procedures for finite population sampling under measurement error models ⋮ Bayes and minimax estimators for two-stage sampling from a finite population under measurement error models ⋮ Estimating realized random effects ⋮ Robustness of Bayes Prediction Under Error-in-Variables Superpopulation Model ⋮ Likelihood Prediction for Generalized Linear Mixed Models under Covariate Uncertainty ⋮ Empirical bayesian prediction in the location error in variables superpopulation model
Cites Work
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- Accurate Approximations for Posterior Moments and Marginal Densities
- A General Theory of Prediction in Finite Populations
- An Investigation of Relative Efficiency of Least-Squares Prediction to Conventional Probability Sampling Plans
- The Linear Least-Squares Prediction Approach to Two-Stage Sampling
- Robust Estimation in Finite Populations I
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