Abstract
In this paper, Bayesian linear prediction of the total of a finite population is considered in situations where the observation error variance is parameter dependent. Connections with least squares prediction (Royall (1976, J. Amer. Statist. Assoc., 71, 657–664)) in mixed linear models (Theil (1971, Principles of Econometrics, Wiley, New York)), are established. Extensions to the case of dynamic (state dependent) superpopulation models are also proposed.
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Bolfarine, H. Bayesian linear prediction in finite populations. Ann Inst Stat Math 42, 435–444 (1990). https://doi.org/10.1007/BF00049300
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DOI: https://doi.org/10.1007/BF00049300