Properties of the mixed regression estimator when disturbances are not necessarily normal (Q1063356)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Properties of the mixed regression estimator when disturbances are not necessarily normal |
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Properties of the mixed regression estimator when disturbances are not necessarily normal (English)
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1985
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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.
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non-normal disturbances
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normal disturbances
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Small-disturbance approximations
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bias vector
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mean squared error matrix
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mixed regression estimator
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least squares estimator
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