Useful invariance results for generalized regression models

DOI10.1016/0304-4076(80)90083-4zbMath0435.62066OpenAlexW2024749460MaRDI QIDQ1140386

Trevor S. Breusch

Publication date: 1980

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(80)90083-4

zbMATH Keywords

generalized linear regressionexact finite-sample invariance resultsnon-scalar covariance matrix

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Exact distribution theory in statistics (62E15) Monte Carlo methods (65C05)

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