Jackknife inference for heteroscedastic linear regression models
From MaRDI portal
Publication:4280407
DOI10.2307/3315702zbMath0798.62076MaRDI QIDQ4280407
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
variance; asymptotic consistency; ordinary least squares; heteroscedastic model; weighted least-squares estimators; delete-group jackknife; delete-one jackknife estimator
62J05: Linear regression; mixed models
Related Items
Inference for nested error linear regression models with unequal error variances, Jackknifing type weighted least squares estimators in partially linear regression models.
Cites Work
- Unnamed Item
- 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