Ordinary and weighted least-squares estimators
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Publication:5203517
DOI10.2307/3315839zbMATH Open0725.62061OpenAlexW2076179045MaRDI QIDQ5203517FDOQ5203517
Authors: Jun Shao 
Publication date: 1990
Published in: The Canadian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3315839
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- Two new relative efficiencies of the weighted mixed estimator with respect to the ordinary least squares estimator in linear regression models
asymptotic relative efficiencyadaptive estimatorheteroscedastic linear regression modelweighted least-squares estimatorordinary least-squares estimatorsquared residualsrandom regressor
Cites Work
- Adapting for heteroscedasticity in linear models
- Bootstrapping regression models
- Estimating Heteroscedastic Variances in Linear Models
- Estimation for a linear regression model with unknown diagonal covariance matrix
- Asymptotic distribution of the weighted least squares estimator
- An asymptotic theory for weighted least-squares with weights estimated by replication
Cited In (17)
- Title not available (Why is that?)
- Jackknifing type weighted least squares estimators in partially linear regression models.
- Statistical measures for ordinary least squares using the \({\alpha}\)Q algorithm
- AMEMIYA'S FORM OF THE WEIGHTED LEAST SQUARES ESTIMATOR
- Weighted least squares fitting using ordinary least squares algorithms
- Normal maximum likelihood, weighted least squares, and ridge regression estimates
- Individual weighted excess and least square values
- Title not available (Why is that?)
- Title not available (Why is that?)
- Measuring the degree of severity of heteroskedasticity and the choice between the ols estimator and the 2sae
- Weighted least squares estimation of the linear probability model, revisited
- A geometric analysis of when fixed weighting schemes will outperform ordinary least squares
- Applied regression analysis bibliography update 1990-91
- Efficiency gains in least squares estimation: a new approach
- Iterative weighted least squares estimators
- An asymptotic theory for semiparametric generalized least squares estimation in partially linear regression models
- Theory & Methods: Adaptive Estimation Using Weighted Least Squares
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