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BY 4.0 license Open Access Published by De Gruyter Open Access August 12, 2019

Best linear unbiased estimation for varying probability with and without replacement sampling

  • Stephen Haslett EMAIL logo
From the journal Special Matrices


When sample survey data with complex design (stratification, clustering, unequal selection or inclusion probabilities, and weighting) are used for linear models, estimation of model parameters and their covariance matrices becomes complicated. Standard fitting techniques for sample surveys either model conditional on survey design variables, or use only design weights based on inclusion probabilities essentially assuming zero error covariance between all pairs of population elements. Design properties that link two units are not used. However, if population error structure is correlated, an unbiased estimate of the linear model error covariance matrix for the sample is needed for efficient parameter estimation. By making simultaneous use of sampling structure and design-unbiased estimates of the population error covariance matrix, the paper develops best linear unbiased estimation (BLUE) type extensions to standard design-based and joint design and model based estimation methods for linear models. The analysis covers both with and without replacement sample designs. It recognises that estimation for with replacement designs requires generalized inverses when any unit is selected more than once. This and the use of Hadamard products to link sampling and population error covariance matrix properties are central topics of the paper. Model-based linear model parameter estimation is also discussed.


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Received: 2018-04-14
Accepted: 2018-08-22
Published Online: 2019-08-12

© 2019 Stephen Haslett, published by De Gruyter

This work is licensed under the Creative Commons Attribution 4.0 International License.

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