A note on comparing the unrestricted and restricted least-squares estimators (Q912546): Difference between revisions
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English | A note on comparing the unrestricted and restricted least-squares estimators |
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A note on comparing the unrestricted and restricted least-squares estimators (English)
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1990
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comparison of estimators
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ordinary least-squares estimator
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restricted least-squares estimator
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weighted quadratic risk
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normal linear regression model
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weight matrices
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region of uncertainty
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invariance property
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