Global Sensitivity Results for Generalized Least Squares Estimates

DOI10.2307/2288717zbMath0547.62036OpenAlexW3123422287MaRDI QIDQ3339106

Edward E. Leamer

Publication date: 1984

Full work available at URL: http://www.econ.ucla.edu/workingpapers/wp296.pdf

zbMATH Keywords

outliersrobustnesssensitivity analysiscovariance matrixweighted regressiont-statisticgeneralized least squares estimatesextreme estimates

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

Related Items (5)

Bayesian variants of some classical semiparametric regression techniques ⋮ Sensitivity analysis of structural equation models with equality functional constraints ⋮ Sensitivity analysis of structural equation models ⋮ Local sensitivity and diagnostic tests ⋮ The sensitivity of OLS when the variance matrix is (partially) unknown

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