Linear least squares estimates and nonlinear means (Q1073491)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Linear least squares estimates and nonlinear means |
scientific article |
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Linear least squares estimates and nonlinear means (English)
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1984
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The consistency and asymptotic normality of a linear least squares estimate when the model is incorrect is investigated. The least squares estimate is a consistent estimate of the least linear approximation of the true mean function for the design chosen. The asymptotic normality of the least squares estimators depends on the design and the asymptotic mean may not be the best linear approximation of the true mean function.
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nonlinear means
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model robustness
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consistency
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asymptotic normality
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linear least squares estimate
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asymptotic mean
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best linear approximation of the true mean
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