Least-squares theory based on general distributional assumptions with an application to the incomplete observations problem (Q1058794): Difference between revisions
From MaRDI portal
Created a new Item |
ReferenceBot (talk | contribs) Changed an Item |
||
(4 intermediate revisions by 3 users not shown) | |||
Property / author | |||
Property / author: Bernard M. S. van Praag / rank | |||
Property / author | |||
Property / author: Theo K. Dijkstra / rank | |||
Property / author | |||
Property / author: Bernard M. S. van Praag / rank | |||
Normal rank | |||
Property / author | |||
Property / author: Theo K. Dijkstra / rank | |||
Normal rank | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q3706342 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4098510 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4742153 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4170141 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Some comments on maximum likelihood and partial least squares methods / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q3961697 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q5532850 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q5798391 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q5179661 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Models for Nonresponse in Sample Surveys / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q3881732 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Linear Statistical Inference and its Applications / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: The comparison of interdependent correlations between optimal linear composites / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: The asymptotic distribution of elements of a correlation matrix: Theory and application / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4721428 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Maximum Likelihood Estimation of Misspecified Models / rank | |||
Normal rank | |||
links / mardi / name | links / mardi / name | ||
Latest revision as of 17:49, 14 June 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Least-squares theory based on general distributional assumptions with an application to the incomplete observations problem |
scientific article |
Statements
Least-squares theory based on general distributional assumptions with an application to the incomplete observations problem (English)
0 references
1985
0 references
The linear regression model \(y=\beta^ Tx+\epsilon\) is reanalyzed. Taking the modest position that \(\beta^ Tx\) is an approximation of the ''best'' predictor of y we derive the asymptotic distribution of b and \(R^ 2\), under mild assumptions. The method of derivation yields an easy answer to the estimation of \(\beta\) from a data set which contains incomplete observations, where the incompleteness is random.
0 references
least-squares theory
0 references
prediction
0 references
incomplete observations
0 references
0 references