BIAS in linear regression models with unknown covariance matrix

DOI10.1080/03610919708813413MaRDI QIDQ4387670zbMATH OpenOpenAlexFDO

Authors Elisete da Conceição Q. Aubin, Gauss M. Cordeiro

Publication date 10 August 1998

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610919708813413

zbMATH Keywords

bias correctioninformation matrixheteroscedastic modelmaximum likelihood estimatesnormal linear modelerror covariance matrix

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Software, source code, etc. for problems pertaining to statistics (62-04)

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Cites work

• scientific article; zbMATH DE number 47310 (Why is no real title available?)
• scientific article; zbMATH DE number 3522963 (Why is no real title available?)
• scientific article; zbMATH DE number 3998953 (Why is no real title available?)
• scientific article; zbMATH DE number 3263751 (Why is no real title available?)
• A Note on Bias Correction in Maximum Likelihood Estimation with Logistic Discrimination
• Bartlett corrections and bias correction for two heteroscedastic regression models
• Bias correction in ARMA models
• Bias in nonlinear regression
• Logistic Discrimination and Bias Correction in Maximum Likelihood Estimation
• On the inverse of the covariance matrix for an autoregressive-moving average process
• On the inverses of some patterned matrices arising in the theory of stationary time series
• The likelihood function of stationary autoregressive-moving average models

Cited in

(7)

• Second order bias of quasi-MLE for covariance structure models
• Uncertainty of the design and covariance matrices in linear statistical model
• Bias approximations for covariance parameter estimators in the linear model with ar(1) errors
• Bias correction in a multivariate normal regression model with general parameterization
• scientific article; zbMATH DE number 1395932 (Why is no real title available?)
• Debiasing inference with approximate covariance matrices and other unidentified biases
• Covariance adjustment in biased estimation

Describes a project that uses

Uses Software

• Maple
• Mathematica
• REDUCE

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