The Effect of Estimating Weights in Weighted Least Squares
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Publication:3033142
DOI10.2307/2290134zbMATH Open0691.62061OpenAlexW4245928928MaRDI QIDQ3033142FDOQ3033142
Authors: David Ruppert, Raymond J. Carroll, C. F. Jeff Wu 
Publication date: 1988
Full work available at URL: https://doi.org/10.2307/2290134
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- scientific article; zbMATH DE number 3923899
bootstrapheteroscedasticityasymptotic expansionsvariance functionsgeneralized least squarescovariance stabilizationeffect of iterationestimating weightsinitial estimatenumber of iterative weightingsweighted least squares regression
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