The asymptotic distribution of one-step Newton-Raphson estimates is established for a regression model with random carriers and heteroscedastic errors under mild conditions. We also include a class of robust estimates deΓΏned as the solution of an implicit equation, such as the MM-estimates.
Estimating the parameters of a circle by heteroscedastic regression models
β Scribed by Su-Ju Yin; Song-Gui Wang
- Publisher
- Elsevier Science
- Year
- 2004
- Tongue
- English
- Weight
- 236 KB
- Volume
- 124
- Category
- Article
- ISSN
- 0378-3758
No coin nor oath required. For personal study only.
β¦ Synopsis
For ΓΏtting a circle to a set of noisy data, a statistical treatment is given using a linear model with heteroscedastic variances when angular di erences between successive data points are known. A two-stage estimate of circle parameters is proposed, and its statistical properties are also established. In particular, we show that the two-stage estimate is uniformly better than the ordinary least-squares estimate under the criterion of mean squares error. Our simulation results also show that at least for small sample sizes the two-stage estimate has smaller mean squares error than the maximum likelihood estimates.
π SIMILAR VOLUMES
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