Alternative Variance Estimators for a Measurement Error Model

• Activity Number: 527
• Type: Contributed
• Date/Time: Wednesday, August 4, 2010 : 10:30 AM to 12:20 PM
• Sponsor: Section on Survey Research Methods
• Author(s): Emily Berg*+ and Wayne A. Fuller+
• Companies: Iowa State University and Iowa State University
• Keywords: Estimated generalized least squares ; shrinkage ; measurement error ; linear calibration

Abstract

In the 2005 National Resources Inventory, a longitudinal survey of the land area of the United States, an experiment was conducted to calibrate a new method for measuring developed land against the standard survey protocol. Estimated Generalized Least Squares estimators based on a direct estimator of the covariance matrix proved to be unstable at small sample sizes. A related problem arises in the analysis of longitudinal data or complex survey data. The efficiencies of estimators of the regression coefficients in a linear model constructed with different estimators of the covariance matrix are compared through simulation.