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- Title
The Linear and Non-displaced Estimator in Multiple Regression.
- Authors
ANGHELACHE, Constantin; VOINEAGU, Vergil; MANOLE, Alexandru; SOARE, Diana Valentina; PRODAN, Ligia
- Abstract
Under the hypotheses IA and IB, OLS estimators are both linear and stationary. For it to provide the same minimum variance of all linear and stationary estimators and to take part of BLUE, it is necessary that the classical assumptions IIB and IIC should be available. As in the case of two-variable regression, this means that the residual factors has to be homoschedastic and non-autocorrelated.
- Subjects
REGRESSION analysis; HYPOTHESIS; VARIANCES; ECONOMIC impact; AUTOCORRELATION (Statistics); PARAMETER estimation
- Publication
Romanian Statistical Review, 2013, Issue Sup, p161
- ISSN
1018-046X
- Publication type
Article