Asymptotically Efficient Generalised Regression Estimators

In this article we introduce an enlarged class of generalised regression estimators of a finite population mean that includes as special case the optimal estimator. Theoretical results show that the latter can be seen as a generalised regression estimator based on a suitable superpopulation linear regression model. Then, an estimation procedure able to merge the large sample efficiency of the optimal estimator with the greater stability of the generalised regression estimator for samples of moderate size is proposed. A simulation study provides empirical evidence in support of the quoted theory.