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Time Series Methods for Survey Estimation

By Bell, William R.

Description
Statistical Reference Document

Excerpt
Introduction: Papers by Scott and Smith (1974) and Scott, Smith, and Jones (1977), hereafter SSJ, suggested the use of signal extraction results from time series analysis to improve estimates in periodic surveys. If the covariance structure of the usual survey estimators (Y,) and their sampling errors (et> for a set of time points is known, these results produce the linear functions of the available Yt?s that have minimum mean squared error as estimators of the population values being estimated (say Bt) for Bt a stochastic time series. To apply these results in practice one estimates a time series model for the observed series Yt and estimates the covariance structure of e over time using knowledge of the survey design.

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Book Id: WPLBN0000596594
Format Type: PDF eBook
File Size: 3,305,425 KB.
Reproduction Date: 2005
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Title: Time Series Methods for Survey Estimation  
Author: Bell, William R.
Volume:
Language: English
Subject: Government publications, Census., Census report
Collection: U.S. Census Bureau Collection
Subcollection:
Historic
Publication Date:
Publisher: U.S. Census Bureau Department

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