<The> restricted least squares estimator: a pedagogical note.
Konštrukcia výrazov pre obmedzený odhad na základe najmenších štvorcov a jeho kovariačnej matice v klasickom regresnom modeli. Štandardné výrazy tohoto typu nie sú použiteľné pre krátky rozsah, pretože sa opierajú o neobmedzený odhad. Na základe istých obmedzení možno potrebný odhad vypočítať.
Saved in:
| Main Author: | |
|---|---|
| Other Authors: | |
| Format: | Book Chapter |
| Language: | English |
| Subjects: | |
| Tags: |
No Tags, Be the first to tag this record!
|
Similar Items: <The> restricted least squares estimator: a pedagogical note.
- Continuum regression: cross-validated sequentially constructed prediction embracing ordinary least squares, partial least squares and principal components regression.
- Nonnegativity restricted least squares combinations.
- <A> new method of prediction for spatial regression models with correlated errors.
- Recursive order estimation of autoregressions without bounding the model set.
- <An> illustration of a pitfall in estimating the effects of aggregate variables on micro units.
- Likelihood, quasi-likelihood and pseudolikelihood: some comparisons.