An asymptotic theory for weighted least-squares with weights estimated by replication (Q3774757)
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scientific article; zbMATH DE number 4034905
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | An asymptotic theory for weighted least-squares with weights estimated by replication |
scientific article; zbMATH DE number 4034905 |
Statements
An asymptotic theory for weighted least-squares with weights estimated by replication (English)
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1988
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large-sample properties
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generalized least-squares
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multiple linear regression model
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heteroscedastic errors
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replications
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weighted least- squares estimators
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inverses of the sample variances
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normally distributed errors
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asymptotic distribution
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sample average squared errors
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efficiency
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0.9152491
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0.8974907
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0.88068235
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0.8731133
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0.87106645
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