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Generalised Regression Estimator (Method)

Summary

The basic estimator (see “Weighting and Estimation – Main Module”) of a target parameter expands the observed values on the sample units using direct weights, which are the inverse of the inclusion probabilities. Generalised regression estimator is a model assisted estimator designed to improve the accuracy (see “Quality Aspects – Quality of Statistics”) of the estimates by means of auxiliary information. GREG estimator guarantees the coherence between sampling estimates and known totals of the auxiliary variables, as well. In fact, it is a special case of a calibration estimator (see “Weighting and Estimation – Calibration”) when the Euclidean distance is used.

 

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