• Journal Article

Estimating the conditional variance of a design consistent regression estimator

Citation

Kott, P. (1990). Estimating the conditional variance of a design consistent regression estimator. Journal of Statistical Planning and Inference, 24(3), 287-296. DOI: 10.1016/0378-3758(90)90049-Z

Abstract

A design consistent regression estimator provides the means for constructing a finite population parameter estimate that is conditionally unbiased under a model, yet resistant to model failure (i.e., design consistent). In a similar fashion a model unbiased conditional variance estimator for the parameter estimate can be developed that is also a design consistent estimator of design mean squared error.