Measurement Error Models with Nonconstant Covariance Matrices
نویسندگان
چکیده
منابع مشابه
Calibration and Regression with Nonconstant Error Variance
Ordinary least squares regression analysis is generally inappropriate for calibration and regression problems when the usual assumption ofconstant variance across all observations doesn't hold. Estimators of regression parameters are of relatively poor quality and the resulting inference can be misleading. The use of standard data transformations is a common alternative but may not provide enou...
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ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 2002
ISSN: 0047-259X
DOI: 10.1006/jmva.2001.2024