The Effect of Estimating Weights in Weighted Least Squares (Q3033142)

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scientific article; zbMATH DE number 4131475
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    The Effect of Estimating Weights in Weighted Least Squares
    scientific article; zbMATH DE number 4131475

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      1988
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      asymptotic expansions
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      effect of iteration
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      heteroscedasticity
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      variance functions
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      weighted least squares regression
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      estimating weights
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      bootstrap
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      number of iterative weightings
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      generalized least squares
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      covariance stabilization
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      initial estimate
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      The Effect of Estimating Weights in Weighted Least Squares (English)
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