On the design-consistency property of hierarchical bayes estimators in finite population sampling

被引:3
|
作者
Lahiri, P. [1 ]
Mukherjee, Kanchan
机构
[1] Univ Maryland, College Pk, MD 20742 USA
[2] Univ Liverpool, Liverpool L69 3BX, Merseyside, England
来源
ANNALS OF STATISTICS | 2007年 / 35卷 / 02期
关键词
design-consistency; generalized linear mixed models; mathematical limit; small area estimation;
D O I
10.1214/009053606000001262
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We obtain a limit of a hierarchical Bayes estimator of a finite population mean when the sample size is large. The limit is in the sense of ordinary calculus, where the sample observations are treated as fixed quantities. Our result suggests a simple way to correct the hierarchical Bayes estimator to achieve design-consistency, a well-known property in the traditional randomization approach to finite population sampling. We also suggest three different measures of uncertainty of our proposed estimator.
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页码:724 / 737
页数:14
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