Author: Denzil G. FiebigPublisher:
ISBN:
Category : Least squares
Languages : en
Pages : 44
Book Description
Properties of Ordinary Least Squares Estimators in Regression Models with Non-spherical Disturbances
Author: Denzil G. FiebigPublisher:
ISBN:
Category : Least squares
Languages : en
Pages : 44
Book Description
Some Properties of the Least Squares Estimator in Regression Analysis when the Independent Variables are Stochastic
Author: P. K. Bhattacharya (Mathematician)Publisher:
ISBN:
Category : Matrices
Languages : en
Pages : 32
Book Description
For the linear regression of y on x observations the loss in estimating the true regression function by another function is considered as a loss function. For the loss function, it is shown under certain conditions that if the class of estimates which are linear in y's and have bounded risk is non-empty, then the estimate obtained by the method of least squares belongs to this class and has uniformly minimum risk in this class. A necessary and sufficient condition on the distribution function of x observations is obtained for this class to be non-empty, which unfortunately is not easy to verify in particular cases and is violated in a ver simple situation. owever, by a sequential modification of the sampling scheme, this condition may always be satisfied at the cost of an arbitrarily small increase in the expected sa ple size. I T IS ALSO SHOWN UNDER CERTAIN FURTHER C NDITIONS ON THE FAMILY OF ADMISSIBLE DISTRIB TIONS THAT THE LEAST SQUARES ESTIMATOR IS MINIMAX IN THE CLASS OF ALL ESTIMATORS. (Author).
On the Asymptotic Properties of the OLS Estimator in Regression Models with Fractionally Integrated Regressors and Errors
Author: Toni Clemens StockerProperties of Ordinary and Weighted Least Squares Estimators of Regression Coefficients for Two-stage Samples
Author: Cathy CampbellPublisher:
ISBN:
Category : Least squares
Languages : en
Pages : 356
Book Description
Asymptotic Properties of Estimators in Non-linear Regression Models with Autoregressive Disturbance Terms
Author: Friedrich SchmidOn the Efficiencies of Several Generalized Least Squares Estimators in a Seemingly Unrelated Regression Model and a Heteroscedastic Model
Author: Hiroshi KurataPublisher:
ISBN:
Category : Econometric models
Languages : en
Pages : 30
Book Description
Asymptotic properties of least-squares estimators in semimartingale regression models
Author: Norbert ChristopeitThe Rao-Zyskind Condition and the Efficiency of Some Least Squares Estimators
Author: Michael McAleerThe Exact Risks of Some Pre-test and Stein-type Regression Estimators Under Balanced Loss
Author: Judith Anne GilesPublisher:
ISBN:
Category : Estimation theory
Languages : en
Pages : 40
Book Description
Properties of Estimators of Errors-in-variables Regression Models
Author: Paul P. GalloPublisher:
ISBN:
Category : Error analysis (Mathematics)
Languages : en
Pages : 121
Book Description