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Linear Estimation Under Superpopulation Models: Somo Results On Robustness

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  • CASAS SÁNCHEZ, J.M.

    (Universidad de Alcalá de Henares)

  • GUIJARRO GARVI, M

    (Universidad de Cantabria)

Abstract

The present article examines the linear estimation of a finite population mean, under a regression superpopulation model with unknown parameters and correlated residuals. Asymptotic design unbiasedness and weak robustness are desirable properties of the estimators when the model is misspecified. In this sense, two procedures of choosing among weakly robust and asymptotically design ubiased linear estimators, are suggested. Este trabajo examina la estimación lineal de la media en una población finita, desde el punto de vista de los modelos de superpoblación con parámetros desconocidos y coeficiente de correlación no nulo. La insesgadez asintótica según el diseño de muestreo y la robusted débil son propiedades deseables del estimador cuando se cometen errores en la especificación del modelo. En este sentido, se presentan dos procedimientos de selección entre estimadores asintóticamente insesgados respecto al diseño y débilmente robustos.

Suggested Citation

  • Casas Sánchez, J.M. & Guijarro Garvi, M, 2000. "Linear Estimation Under Superpopulation Models: Somo Results On Robustness," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 14, pages 37-46, Abril.
  • Handle: RePEc:lrk:eeaart:14_1_8
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    Keywords

    Superpopulation Model; Linear Estimation; Asymptotic Design Unbiasedness; Weakly Robustness.;

    JEL classification:

    • C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
    • C42 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Survey Methods

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