Invariance of estimation methods for the linear model
作者:
G. W. Cran,
期刊:
International Journal of Mathematical Education in Science and Technology
(Taylor Available online 1989)
卷期:
Volume 20,
issue 1
页码: 157-163
ISSN:0020-739X
年代: 1989
DOI:10.1080/0020739890200117
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
A method of estimation of the coefficients of a linear regression model is described as invariant if the basic regression results obtained by the method are unaltered by a location/scale transformation of the data matrix. A necessary and sufficient condition for a method to be invariant is presented. Finally specific methods of estimation are examined for invariance.
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