On a conjecture of Hoerl and Kennard on a property of least squares estimators of regression coefficients
โ Scribed by P.S.S.N.V.P. Rao; M. Precht
- Publisher
- Elsevier Science
- Year
- 1985
- Tongue
- English
- Weight
- 126 KB
- Volume
- 67
- Category
- Article
- ISSN
- 0024-3795
No coin nor oath required. For personal study only.
๐ 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
Least-squares regression analysis is widely used in analytical method comparison studies even though model assumptions are typically violated. The advantages favoring the use of the least-squares technique, when applicable, are that its theoretical characteristics are thoroughly developed and the ca