Properties of the mixed regression estimator when disturbances are not necessarily normal (Q1063356): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
| Property / cites work | |||
| Property / cites work: Note on the Unbiasedness of a Mixed Regression Estimator / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: The Bias and Moment Matrix of a Mixed Regression Estimator / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q3871759 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: On the Use of Incomplete Prior Information in Regression Analysis / rank | |||
Normal rank | |||
Latest revision as of 18:57, 14 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Properties of the mixed regression estimator when disturbances are not necessarily normal |
scientific article |
Statements
Properties of the mixed regression estimator when disturbances are not necessarily normal (English)
0 references
1985
0 references
Small-disturbance approximations for the bias vector and mean squared error matrix of the mixed regression estimator for the coefficients in a linear regression model are derived and efficiency with respect to least squares estimator is examined.
0 references
non-normal disturbances
0 references
normal disturbances
0 references
Small-disturbance approximations
0 references
bias vector
0 references
mean squared error matrix
0 references
mixed regression estimator
0 references
least squares estimator
0 references
