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AN EMPIRICAL BAYESIAN ESTIMATION OF MONTHLY LEVEL AND CHANGE IN TWO-WAY BALANCED ROTATION SAMPLING  

Lee, Seung-Chun (Department of Statistics, Hanshin University)
Park, Yoo-Sung (Department of Statistics, Korea University)
Publication Information
Journal of the Korean Statistical Society / v.32, no.2, 2003 , pp. 175-191 More about this Journal
Abstract
An empirical Bayesian approach is discussed for estimation of characteristics from the two-way balanced rotation sampling design which includes U.S. Current Population Survey and Canadian Labor Force Survey as special cases. An empirical Bayesian estimator is derived for monthly effect under presence of two types of biases and correlations It is shown that the marginal distribution of observation provides more general correlation structure than that frequentist has assumed. Consistent estimators are derived for hyper-parameters in Normal priors.
Keywords
Two-way balanced rotation design; empirical Bayesian estimation; bias, variance components.;
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