𝔖 Bobbio Scriptorium
✦   LIBER   ✦

A Comparison Between Maximum Likelihood and Generalized Least Squares in a Heteroscedastic Linear Model

✍ Scribed by R. J. Carroll and David Ruppert

Book ID
125236697
Publisher
American Statistical Association
Year
1982
Tongue
English
Weight
1022 KB
Volume
77
Category
Article
ISSN
0162-1459

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

On the Efficiencies of Several Generaliz
On the Efficiencies of Several Generalized Least Squares Estimators in a Seemingly Unrelated Regression Model and a Heteroscedastic Model
✍ Hiroshi Kurata πŸ“‚ Article πŸ“… 1999 πŸ› Elsevier Science 🌐 English βš– 102 KB

This paper investigates the efficiencies of several generalized least squares estimators (GLSEs) in terms of the covariance matrix. Two models are analyzed: a seemingly unrelated regression model and a heteroscedastic model. In both models, we define a class of unbiased GLSEs and show that their cov