The inefficiency of least squares

DOI10.1093/biomet/62.1.121zbMath0308.62056OpenAlexW2023048324MaRDI QIDQ4066410

Peter Bloomfield, Geoffrey S. Watson

Publication date: 1975

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/62.1.121

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

Related Items (56)

The inefficiency of least squares: Extensions of the Kantorovich inequality ⋮ Antieigenvalues and antieigenvectors in statistics. ⋮ On ordinary least-squares methods for sample surveys ⋮ The compression LS estimate of regression coefficient in multivariate linear model ⋮ Some Matrix Norm Kantorovich Inequalities and Their Applications ⋮ A brief proof on the generalized variance bound of the relative efficiency in statistics ⋮ A method for discovering Kantorovich-type inequalities and a probabilistic interpretation ⋮ Several Kantorovich Inequalities Involving Tracy-Singh Product ⋮ Efficiency of least squares estimators in the presence of spatial autocorrelation ⋮ The efficiency factorization multiplier for the Watson efficiency in partitioned linear models: Some examples and a literature review ⋮ Some Further Remarks on the Linear Sufficiency in the Linear Model ⋮ Matrix norm versions of the Kantorovich inequality and its applications ⋮ Comparing the BLUEs Under Two Linear Models ⋮ Kantorovich and Cauchy-Schwarz inequalities involving positive semidefinite matrices, and efficiency comparisons for a singular linear model ⋮ Some further matrix extensions of the Cauchy-Schwarz and Kantorovich inequalities, with some statistical applications ⋮ A refined efficiency rate for ordinary least squares and generalized least squares estimators for a linear trend with autoregressive errors ⋮ Hermitian matrices: spectral coupling, plane geometry/trigonometry and optimisation ⋮ A note on the inefficiency of non-linear estimators ⋮ The efficiency of least squares estimators of a seemingly unrelated regression model ⋮ Matrix Euclidean norm Wielandt inequalities and their applications to statistics ⋮ Extrema of quadratic forms and statistical applications ⋮ The efficiency comparisons between OLSE and BLUE in a singular linear model ⋮ Equivalent sample sizes in time series regressions ⋮ BLUE against OLSE in the location model: energy minimization and asymptotic considerations ⋮ Refinements of Kantorovich inequality for Hermitian matrices ⋮ A note on the product of complementary principal minors of a positive definite matrix ⋮ Some extensions of the Kantorovich inequality and statistical applications ⋮ Kantorovich-type inequalities and the measures of inefficiency of the GLSE ⋮ Efficiency comparisons between the OLSE and the BLUE in a singular linear model ⋮ The geometry of statistical efficiency and matrix statistics ⋮ New bounds for the signless Laplacian spread ⋮ The inefficiency of the least squares estimator and its bound ⋮ Bounds for the trace of the difference of the covariance matrices of the OLSE and BLUE ⋮ Constrained Kantorovich inequalities and relative efficiency of least squares ⋮ The error components regression model: conditional relative efficiency comparisons ⋮ Convexity conditions of Kantorovich function and related semi-infinite linear matrix inequalities ⋮ Efficiency of the OLS estimator in the vicinity of a spatial unit root ⋮ Some implications of the union-intersection principle for tests of sphericity ⋮ On the performance of the ordinary least squares method under an error component model. ⋮ Mixed linear regression with equi-cross-correlated errors. ⋮ Some optimization problems with applications to canonical correlations and sphericity tests ⋮ An alternative form of the Watson efficiency ⋮ Matrix differential calculus with applications in the multivariate linear model and its diagnostics ⋮ A generalization of Rao's covariance structure with applications to several linear models ⋮ A survey of Cauchy-Schwarz and Kantorovich-type matrix inequalities ⋮ Some inequalities for positive linear maps ⋮ Several matrix Euclidean norm inequalities involving Kantorovich inequality ⋮ STATISTICAL INFERENCE FOR MEASUREMENT EQUATION SELECTION IN THE LOG-REALGARCH MODEL ⋮ Some finite sample properties of Zellner estimator in the context of \(m\) seemingly unrelated regression equations ⋮ The inefficiency of least squares in Gauss-Markov and variance component models ⋮ Kantorovich-type inequalities for operators via \(D\)-optimal design theory ⋮ The canonical correlations of a 2\({\times}\)2 block matrix with given eigenvalues ⋮ Some results on canonical correlation and their applications to a linear model ⋮ Operator trigonometry of statistics and econometrics ⋮ Characterizations and lower bounds for the spread of a normal matrix ⋮ Characteristic values and triangular factorization of the covariance matrix for multinomial, dirichlet and multivariate hypergeometric distributions and some related results

This page was built for publication: The inefficiency of least squares