The Variance of Weighted Regression Estimators
作者:
J.S. Williams,
期刊:
Journal of the American Statistical Association
(Taylor Available online 1967)
卷期:
Volume 62,
issue 320
页码: 1290-1301
ISSN:0162-1459
年代: 1967
DOI:10.1080/01621459.1967.10500934
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
Formulas for the variances of weighted least squares estimators calculated with estimated weights based on equal replicate numbers are derived in this paper. Results are obtained for the two cases of multivariate and univariate error distributions.
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