Generalized Weighted Least Squares (GWLS)

The GWLS method of generalized weighted least squares estimation provides a simple technique for the analysis of categorical data with ANOVA-type logit and linear models on domain proportions. Allowing all the complexities of a sampling design including stratification, clustering and weighting, the design-based option provides a generally valid GWLS analysis. Analysis under the weighted or unweighted SRS options assuming simple random sampling serves as a reference when studying the effects of clustering and weighting on results. This simple noniterativemethod will be discussed in Section 8.3 for logit and linear modelling of categorical data. The GWLS method, introduced in Grizzle et al. (1969) andKoch et al. (1975). See pages 269-> in Lehtonen, R. & Pahkinen, E. (2004)

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