𝔖 Bobbio Scriptorium
✦   LIBER   ✦

A note on least squares estimation and the blue in a generalized linear regression model

✍ Scribed by Peter Schönfeld

Publisher
Elsevier Science
Year
1975
Tongue
English
Weight
474 KB
Volume
3
Category
Article
ISSN
0304-4076

No coin nor oath required. For personal study only.

📜 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 📂 Article 📅 1999 🏛 Elsevier Science 🌐 English ⚖ 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