A note on millers's empirical weights for heteroscedastic linear regression

DOI10.1080/03610928808829818zbMATH Open0696.62275OpenAlexW1990476894MaRDI QIDQ3474059FDOQ3474059

Authors: Alan H. Dorfman 

Publication date: 1988

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928808829818

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zbMATH Keywords

heteroscedasticunequal variancesvariances proportional to mean

Mathematics Subject Classification ID

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

Cites Work

• Regression Analysis when the Variance of the Dependent Variable is Proportional to the Square of its Expectation
• Least Squares Estimation when the Covariance Matrix and Parameter Vector are Functionally Related
• Correcting Inhomogeneity of Variance with Power Transformation Weighting
• Improvements on fast methods for generating normal random variables

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