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Asymptotic properties of covariate-adjusted regression with correlated errors

✍ Scribed by Damla Şentürk; Danh V. Nguyen

Book ID
108267621
Publisher
Elsevier Science
Year
2009
Tongue
English
Weight
533 KB
Volume
79
Category
Article
ISSN
0167-7152

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✍ Dong Wan Shin; Seuck Heun Song 📂 Article 📅 2000 🏛 Elsevier Science 🌐 English ⚖ 103 KB

For polynomial regression models with spatially correlated errors, the covariance matrix of the ordinary least-squares estimator (OLSE) is shown to have the same limiting value as that of the generalized least-squares estimator (GLSE) under the same normalization. This implies that the OLSE is asymp