The Effect of Estimating Weights in Weighted Least Squares

DOI10.2307/2290134MaRDI QIDQ3033142zbMATH OpenOpenAlexFDO

Authors David Ruppert, Raymond J. Carroll, C. F. Jeff Wu

Publication date 1988

Full work available at URL https://doi.org/10.2307/2290134

zbMATH Keywords

asymptotic expansionsbootstrapcovariance stabilizationeffect of iterationestimating weightsgeneralized least squaresheteroscedasticityinitial estimatenumber of iterative weightingsvariance functionsweighted least squares regression

Mathematics Subject Classification ID

Point estimation (62F10) Linear regression; mixed models (62J05)

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