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Biometrika 1986 73(3):605-614; doi:10.1093/biomet/73.3.605
© 1986 by Biometrika Trust
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Regression analysis based on stratified samples

CHARLSE P. QUESENBERRY, JR and NICHOLAS P. JEWELL

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

Jewell (1985) described an iterative method of estimating parameters in the linear regression model from data collected from stratified samples of the dependent variable with no parametric assumptions on the residual distribution. The present paper considers an alternative iterative technique which is generally superior in terms of efficiency, often by a considerable amount. The method is extended to cover stratified sampling on a design variable which is correlated with the dependent variable but is not included as an independent variable.

Key Words: Design variable • Least-squares • Linear regression • Stratified data


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