A kalman filter model for single and two-stage repeated surveys

Josemar Rodrigues and Heleno Bolfarine

Statistics & Probability Letters, 1987, vol. 5, issue 4, 299-303

Abstract: Scott and Smith (1974) have derived predictors for the mean of a time-dependent population by using standard time series methods when the variance is known. In this paper, adopting a normal superpopulation model, a Bayesian approach is applied to the analysis of single and two-stage repeated surveys under the assumption that a linear combination of the population means follows the Kalman filter model. A numerical example illustrates the performance of the Kalman predictor (K.P.) of the population total at time t for a single-stage, with the variances either known or unknown.

Keywords: Kalman; predictor; population; mean; Kalman; filter; model; change; in; mean (search for similar items in EconPapers)
Date: 1987
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