Regression analysis using survey data with endogenous design - ARCHIVED
Articles and reports: 12-001-X198600214446
Description:
This paper discusses the influence of the sampling design on the estimation of a linear regression model. Particularly, sampling designs will be discussed which are dependent on the values of the endogenous variable in the population: endogenous (or “informative”) designs. A consistent estimator of the regression coefficients is given. Its variance is the sum of a sampling design component and a disturbance term component. Also, model-free regression is briefly discussed. The model-free regression estimator is the same as the model estimator in the case of an endogenous design.
Issue Number: 1986002
Main Product: Survey Methodology
Format | Release date | More information |
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December 15, 1986 |
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