Recommendations
- Asymptotic distribution of the weighted least squares estimator
- Improving Survey-weighted Least Squares Regression
- Exact finite-sample relative efficiency of suboptimally weighted least squares estimators in models with ordered heteroscedasticity
- Weighted least squares estimates in partly linear regression models
- An asymptotic theory for weighted least-squares with weights estimated by replication
Cites work
- scientific article; zbMATH DE number 45973 (Why is no real title available?)
- scientific article; zbMATH DE number 1735137 (Why is no real title available?)
- scientific article; zbMATH DE number 3336465 (Why is no real title available?)
- scientific article; zbMATH DE number 3346000 (Why is no real title available?)
- A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
- A Note on the Efficiency of Sandwich Covariance Matrix Estimation
- A Simple Test for Heteroscedasticity and Random Coefficient Variation
- A note on Studentizing a test for heteroscedasticity
- Asymptotic Normality and Consistency of the Least Squares Estimators for Families of Linear Regressions
- Asymptotic inference under heteroskedasticity of unknown form
- Bootstrap and wild bootstrap for high dimensional linear models
- Bootstrapping heteroskedastic regression models: wild bootstrap vs. pairs bootstrap
- Bootstrapping regression models
- Econometric analysis of cross section and panel data.
- Estimating Regression Models with Multiplicative Heteroscedasticity
- Hajek Inequalities, Measures of Leverage and the Size of Heteroskedasticity Robust Wald Tests
- Heteroskedasticity-robust inference in finite samples
- Longitudinal data analysis using generalized linear models
- Models for Longitudinal Data: A Generalized Estimating Equation Approach
- More Efficient Estimation in the Presence of Heteroscedasticity of Unknown Form
- Mostly harmless econometrics. An empiricist's companion.
- Robust Tests for Heteroscedasticity Based on Regression Quantiles
- The Bias of a Heteroskedasticity Consistent Covariance Matrix Estimator
- The wild bootstrap, tamed at last
- Two-stage generalized moment method with applications to regressions with heteroscedasticity of unknown form
Cited in
(16)- Estimation in the presence of heteroskedasticity of unknown form: a Lasso-based approach
- Weighted residuals methods
- Robust heteroskedasticity-robust tests
- Corrigendum: Small Sample Methods for Cluster-Robust Variance Estimation and Hypothesis Testing in Fixed Effects Models
- Heteroscedasticity testing after outlier removal
- Asymptotic distribution of the weighted least squares estimator
- Model averaging in a multiplicative heteroscedastic model
- Weighted linear regression models with fixed weights and spherical disturbances
- Quantiles via moments
- Weighted least squares estimation of the linear probability model, revisited
- Inference with difference-in-differences revisited
- Adaptive distributed inference for multi-source massive heterogeneous data
- How Reliable are Bootstrap-based Heteroskedasticity Robust Tests?
- Feasible generalized least squares using support vector regression
- Efficiency gains in least squares estimation: a new approach
- Response surface method based on uniform design and weighted least squares for non-probabilistic reliability analysis
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