Linear unbiased approximators of the disturbances in the standard linear model
From MaRDI portal
Publication:1059962
DOI10.1016/0024-3795(85)90200-9zbMath0567.62056OpenAlexW2025178071MaRDI QIDQ1059962
Publication date: 1985
Published in: Linear Algebra and its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0024-3795(85)90200-9
disturbancesstandard linear modelleast squares residualsBLUS approximatorslinear unbiased approximatorsLUS residualsLUZ residualsvariance matrix
Related Items
Some early statistical contributions to the theory and practice of linear algebra, Supplementary notes on the least variance ratio estimator, Three theorems with applications to Euclidean distance matrices, Irregularities inX(Y) fromY(X) in linear calibration, Seeking outlying subsets under star-contoured errors, Structured dispersion and validity in linear inference
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Two problems in multivariate analysis: BLUS residuals and testability of linear hypothesis
- On typical characteristics of economic time series and the relative qualities of five autocorrelation tests
- Invariance principles for recursive residuals
- Abrahamse and Koerts' `new estimator' of disturbances in regression analysis
- Testing for functional misspecification in regression analysis
- Uncorrelated residuals from linear models
- A comparison of the power of some tests for heteroskedasticity in the general linear model
- Outlier..........s
- Testing for Three or Fewer Outliers in Two-Way Tables
- Finding the K Most Likely Outliers in Two-Way Tables
- Towards a Generalized Singular Value Decomposition
- A Simple Test for Serial Correlation in Regression Analysis
- A Note on Exact Tests for Serial Correlation
- A Note on the Derivation of Theil's Blus Residuals
- Some Further Results on the Use of OLS and BLUS Residuals in Specification Error Tests
- Serial correlation and distributions on the shere
- Examination and analysis of residuals: A test for detecting a monotonic relation between mean and variance in regression through the origin
- A Class of Parametric Tests for Heteroscedasticity in Linear Econometric Models
- Some Further Notes on Disturbance Estimates in Regression Analysis
- Simultaneous minimization of the error probabilities in a statistical test: An economic example
- Testing for the Independence of Regression Disturbances
- New Estimators of Disturbances in Regression Analysis
- On a new test for autocorrelation in least squares regression
- Independent Stepwise Residuals for Testing Homoscedasticity
- A new class of disturbance estimators in the general linear model
- De BLUF‐schatter: een rechtstreekse afleiding
- Optimality Properties of Theil's BLUS Residuals
- Distribution of the Ratio of the Mean Square Successive Difference to the Variance
