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Some Further Notes on Disturbance Estimates in Regression Analysis

 

作者: Johan Koerts,  

 

期刊: Journal of the American Statistical Association  （Taylor Available online 1967）
卷期: Volume 62, issue 317  

页码: 169-183

 

ISSN:0162-1459

 

年代: 1967

 

DOI:10.1080/01621459.1967.10482898

 

出版商: Taylor & Francis Group

 

数据来源: Taylor

 

摘要:

For the well-known general linear model Theil has recently developed the so-called best linear disturbance estimates with a covariance matrix equal to σ2I.In this article we give a slightly different formulation of his problem which may give us some more insight in this estimation procedure.

 

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