Displaying similar documents to “Incomplete homogeneous multiresponse models: estimation”

Sensitivity analysis in linear models

Shuangzhe Liu, Tiefeng Ma, Yonghui Liu (2016)

Special Matrices

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In this work, we consider the general linear model or its variants with the ordinary least squares, generalised least squares or restricted least squares estimators of the regression coefficients and variance. We propose a newly unified set of definitions for local sensitivity for both situations, one for the estimators of the regression coefficients, and the other for the estimators of the variance. Based on these definitions, we present the estimators’ sensitivity results.We include...

Least squares estimator consistency: a geometric approach

João Tiago Mexia, João Lita da Silva (2006)

Discussiones Mathematicae Probability and Statistics

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Consistency of LSE estimator in linear models is studied assuming that the error vector has radial symmetry. Generalized polar coordinates and algebraic assumptions on the design matrix are considered in the results that are established.

A simplified treatment of the restricted analysis of a slightly disproportionate factorial experiment.

José M. Prieto, José M. Caridad (1988)

Qüestiió

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This paper considers a procedure to obtain effect estimators in the least squares analysis of a slightly disproportionate factorial design when a sample survey is made of the results of an extensive experiment. Explicit formulae have been found for the restricted estimators and their variances, when the constraints normally imposed upon a proportional model are used. In addition, an approximate analysis of the original model is used to perform that estimation, and an approximate analysis...

Bayes unbiased estimators of parameters of linear trend with autoregressive errors

František Štulajter (1987)

Aplikace matematiky

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The method of least wquares is usually used in a linear regression model 𝐘 = 𝐗 β + ϵ for estimating unknown parameters β . The case when ϵ is an autoregressive process of the first order and the matrix 𝐗 corresponds to a linear trend is studied and the Bayes approach is used for estimating the parameters β . Unbiased Bayes estimators are derived for the case of a small number of observations. These estimators are compared with the locally best unbiased ones and with the usual least squares estimators. ...

On robust GMM estimation with applications in economics and finance

Ansgar Steland (2000)

Discussiones Mathematicae Probability and Statistics

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Generalized Methods of Moments (GMM) estimators are a popular tool in econometrics since introduced by Hansen (1982), because this approach provides feasible solutions for many problems present in economic data where least squares or maximum likelihood methods fail when naively applied. These problems may arise in errors-in-variable regression, estimation of labor demand curves, and asset pricing in finance, which are discussed here. In this paper we study a GMM estimator for the rank...