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Biometrika 1985 72(1):11-21; doi:10.1093/biomet/72.1.11
© 1985 by Biometrika Trust
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Least squares regression with data arising from stratified samples of the dependent variable

NICHOLAS P. JEWELL

Program in Biostatistics, University of California Berkeley, California 94720, U.S.A.

A description is given of a method of estimating parameters in the linear regression model from data collected from stratified samples of the dependent variable. The residual distribution is allowed to be unspecified. The method is iterative and involves estimates of the residual distribution under the given sampling scheme.

Key Words: Distribution function estimator • Least squares • Linear regression • Maximum likelihood • Stratified data


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