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Normal distribution assumption and least squares estimation function in the model of polynomial regression

✍ Scribed by Wolfgang Bischoff; Heinz Cremers; Werner Fieger

Publisher
Elsevier Science
Year
1991
Tongue
English
Weight
740 KB
Volume
36
Category
Article
ISSN
0047-259X

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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