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Best feasible unbiased prediction for multi-source data system with an application for multiplicative benchmarking: CS11-617/98-9E-PDF

"Information about a socio-economic variable of interest (usually, one or a group of time series) often originates from several sources none of which is complete and/or accurate. A stepwise approach is developed here for predicting the variable of interest by using the data from source to source focusing on minimizing the variances of prediction errors. This paper also reviews some BLUP (the best linear unbiased prediction) theory and shows that the stepwise approach proposed here can give better predictions than BLUP for nonlinear models. As an important application, a nonlinear benchmarking formula for a multiplicative model is derived"--Summary.

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Department/Agency Statistics Canada. Methodology Branch.
Title Best feasible unbiased prediction for multi-source data system with an application for multiplicative benchmarking
Series Title Working paper ;
Publication Type Series - View Master Record
Language [English]
Format Electronic
Electronic Document

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Note Digitized edition from print [produced by Statistics Canada]. "Working paper No. BSMD-98-009E." "October 1998."
Date 1998.
Number of Pages 23 p.
Catalogue Number
  • CS11-617/98-9E-PDF
Departmental Catalogue Number 11-617 no. 98-09
Subject Terms Statistical analysis, Methodology