Type I projection sum of squares by weighted least squares
نویسندگان
چکیده
منابع مشابه
Weighted total least squares formulated by standard least squares theory
This contribution presents a simple, attractive, and exible formulation for the weighted total least squares (WTLS) problem. It is simple because it is based on the well-known standard least squares theory; it is attractive because it allows one to directly use the existing body of knowledge of the least squares theory; and it is exible because it can be used to a broad eld of applications in t...
متن کاملResurrecting Weighted Least Squares
This paper shows how asymptotically valid inference in regression models based on the weighted least squares (WLS) estimator can be obtained even when the model for reweighting the data is misspecified. Like the ordinary least squares estimator, the WLS estimator can be accompanied by heterokedasticty-consistent (HC) standard errors without knowledge of the functional form of conditional hetero...
متن کاملWeighted Least Squares and Adaptive Least Squares: Further Empirical Evidence
This paper compares ordinary least squares (OLS), weighted least squares (WLS), and adaptive least squares (ALS) by means of a Monte Carlo study and an application to two empirical data sets. Overall, ALS emerges as the winner: It achieves most or even all of the efficiency gains of WLS over OLS when WLS outperforms OLS, but it only has very limited downside risk compared to OLS when OLS outper...
متن کاملOptimally weighted least-squares steganalysis
Quantitative steganalysis aims to estimate the amount of payload in a stego object, and such estimators seem to arise naturally in steganalysis of Least Significant Bit (LSB) replacement in digital images. However, as with all steganalysis, the estimators are subject to errors, and their magnitude seems heavily dependent on properties of the cover. In very recent work we have given the first de...
متن کاملDensity Weighted Linear Least Squares
for an unknown vector of parameters β0 and an unknown univariate function τ(·). This model is implied by many important limited dependent variable and regression models, as discussed in Ruud (1986) and Stoker (1986). Consistent estimators for β0, up to an unknown scale factor, have been developed by Ruud (1986), Stoker (1986), Powell, Stock, and Stoker (1989), Ichimura (1993), and others. In th...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of the Korean Data and Information Science Society
سال: 2014
ISSN: 1598-9402
DOI: 10.7465/jkdi.2014.25.2.423