A NOTE ON VARIANCE ESTIMATION FOR THE GENERALIZED REGRESSION PREDICTOR

Abstract

The generalized regression (GREG) predictor is used for estimating a finite population total when the study variable is well-related to the auxiliary variable. In 1997, Chaudhuri & Roy provided an optimal estimator for the variance of the GREG predictor within a class of non-homogeneous quadratic estimators (H) under a certain superpopulation model M. They also found an inequality concerning the expected variances of the estimators of the variance of the GREG predictor belonging to the class H under the model M. This paper shows that the derivation of the optimal estimator and relevant inequality, presented by Chaudhuri & Roy, are incorrect.