Optimal Prediction in Stochastic Regression Models with Application to the Analysis of Repeated Surveys |
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| Authors: | S. M. Tam |
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| Affiliation: | Department of Statistics, The Australian National University |
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| Abstract: | 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. |
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| Keywords: | Best linear unbiased prediction Gauss–Markov theorem repeated surveys stochastic least squares |
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