scientific article; zbMATH DE number 63434

MaRDI QIDQ4008991zbMATH OpenFDO

Authors Götz Trenkler

Publication date 27 September 1992

zbMATH Keywords

\(F\)-testcomparing biased restricted least squares estimatorsmean square error matricesmethod of dropping regressorsmultinormally distributed disturbancesnecessary and sufficient conditionsordinary least squaresprincipal componentsprincipal components estimatorrestricted least squares

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Factor analysis and principal components; correspondence analysis (62H25) Linear regression; mixed models (62J05)

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