New formulations for recursive residuals as a diagnostic tool in the fixed-effects linear model with design matrices of arbitrary rank

DOI10.1016/J.CSDA.2008.09.019MaRDI QIDQ961407zbMATH OpenOpenAlexFDO

Authors J. D. Godolphin

Publication date 30 March 2010

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL http://epubs.surrey.ac.uk/804067/1/godolphinrev3.pdf

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Linear regression; mixed models (62J05) Applications of statistics to economics (62P20)

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• Invariance principles for recursive residuals
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• On Canonical Forms, Non-Negative Covariance Matrices and Best and Simple Least Squares Linear Estimators in Linear Models
• On Theil's errors
• RECURSIVE ESTIMATION OF THE GENERAL LINEAR MODEL WITH DEPENDENT ERRORS AND MULTIPLE ADDITIONAL OBSERVATIONS1
• Signed Residuals
• The specification of rank reducing observation sets in experimental design
• Uncorrelated residuals and an exact test for two variance components in experimental design

Cited in

(2)

• RECURSIVE RESIDUALS FOR MULTIVARIATE REGRESSION MODELS
• Recursive estimation and residuals

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