RECURSIVE ESTIMATION OF THE GENERAL LINEAR MODEL WITH DEPENDENT ERRORS AND MULTIPLE ADDITIONAL OBSERVATIONS1

DOI10.1111/j.1467-842X.1985.tb00560.xzbMath0568.62064MaRDI QIDQ3685027

Stephen J. Haslett

Publication date: 1985

Published in: Australian Journal of Statistics (Search for Journal in Brave)

zbMATH Keywords

recursive estimationgeneral linear modeldependent errorsadditional observationsComputational formulaeknown second order propertiestesting the constancy of the regression relationunivariate recursive residuals

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

Related Items (8)

On the Kalman filter with possibly degenerate and correlated errors ⋮ Inclusion and exclusion of data or parameters in the general linear model ⋮ Updating linear models with dependent errors to include additional data and/or parameters ⋮ Updates of statistics in a general linear model: a statistical interpretation and applications ⋮ New formulations for recursive residuals as a diagnostic tool in the fixed-effects linear model with design matrices of arbitrary rank ⋮ Generalized inverses in recursive least squares estimation with multiple additional observations ⋮ Changes in the general linear model: A unified approach ⋮ Residuals Based Estimators of the Covariogram

This page was built for publication: RECURSIVE ESTIMATION OF THE GENERAL LINEAR MODEL WITH DEPENDENT ERRORS AND MULTIPLE ADDITIONAL OBSERVATIONS1