Weighting in Regression for Use in Survey Methodology
by James R. Knaub, Jr
.
Abstract:
Weighted linear regression models have been developed for use in the estimation of
totals and variances for survey data. (Consider works by Brewer, and by Royall and
Cumberland, etc.) Weighted linear regression models have also been developed for prediction
and variance studies in analyses of physical and biological data. (Consider works by Carroll and
Ruppert, etc.) There are similarities and differences between these approaches. This paper
considers this and deduces further implications for survey methodology. Application guidelines
are discussed.Key Words:
estimation, prediction, heteroscedasticity, variance of a variance function
parameter, establishment surveys, model-based inference, stratification, sampling, imputation
Author:
James R. Knaub, Jr.,
jknaub@eia.doe.gov
Editor:
Jeffrey S. Simonoff
,
jsimonoff@stern.nyu.edu
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