Jackknife inference for heteroscedastic linear regression models

DOI10.2307/3315702zbMath0798.62076OpenAlexW1989553583MaRDI QIDQ4280407

J. N. K. Rao, Jun Shao

Publication date: 8 November 1994

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

Full work available at URL: https://doi.org/10.2307/3315702

zbMATH Keywords

varianceasymptotic consistencyordinary least squaresheteroscedastic modelweighted least-squares estimatorsdelete-group jackknifedelete-one jackknife estimator

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

Related Items (4)

Jackknife resampling parameter estimation method for weighted total least squares ⋮ Jackknife method for the location of gross errors in weighted total least squares ⋮ Inference for nested error linear regression models with unequal error variances ⋮ Jackknifing type weighted least squares estimators in partially linear regression models.

Cites Work

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• Longitudinal data analysis using generalized linear models
• Asymptotic distribution of the weighted least squares estimator
• Estimation for a linear regression model with unknown diagonal covariance matrix
• Variance components of the linear regression model with a random intercept
• Estimating the Common Mean of Possibly Different Normal Populations: A Simulation Study

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