Results 261 to 270 of about 884,004 (326)

Review of Ordinary Least Squares and Generalized Least Squares

1984
The purpose of this chapter is to review the fundamentals of ordinary least squares and generalized least squares in the context of linear regression analysis. The presentation here is somewhat condensed given our objective of focusing on more advanced topics in econometrics.
Thomas B. Fomby, Stanley R. Johnson, R. Carter Hill   +2 more
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A Weighted Least Squares Fuzzy Regression for Crisp Input-Fuzzy Output Data

IEEE transactions on fuzzy systems, 2019
Weighted regression approach is one of the popular problems in robust regression analysis. Recently, robust fuzzy regression models have proven to be alternative approaches to fuzzy regression models attempting to identify, down-weight and/or ignore ...
J. Chachi
semanticscholar   +1 more source

Ordinary and weighted least-squares estimators

Canadian Journal of Statistics, 1990
Summary: We propose a method of estimating the asymptotic relative efficiency (ARE) of the weighted least-squares estimator (WLSE) with respect to the ordinary least-squares estimator (OLSE) in a heteroscedastic linear regression model with a large number of observations but a small number of replicates at each value of the regressors. The weights used
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Ordinary least squares modelling of urban heat island intensity based on landscape composition and configuration: A comparative study among three megacities along the Yangtze River

, 2020
Luoyang Wang, H. Hou, Jia-Rui Weng
semanticscholar   +1 more source

Discrete Least Squares Approximations for Ordinary Differential Equations

SIAM Journal on Numerical Analysis, 1978
The application of the least squares method, using $C^q $ piecewise polynomials of order $k + m,k \geqq m,q \geqq m$, for obtaining approximations to an isolated solution of a nonlinear mth order ordinary differential equation, involves integrals which in practice need to be discretized.
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The Existence of Moments of the Ordinary Least Squares and Two-Stage Least Squares Estimators

Econometrica, 1972
This paper deals with two single-equation estimators in a set of simultaneous linear stochastic equations--namely, ordinary least squares (OLS) and two-stage least squares (2SLS). Under the assumption that all predetermined variables in the model are exogenous, necessary and sufficient conditions are obtained for the existence of even moments of the ...
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The Ordinary Least Squares Estimates

1986
With the linearization of the basic model and its covariance matrix at hand we now start on the estimation of the components. We’ll do this by calculating the ordinary least squares estimates for our linear model, and by discussing what is meant by “estimable function” in our context.
openaire   +1 more source

Anomalous Hall antiferromagnets

Nature Reviews Materials, 2022
Libor Šmejkal, Allan H Macdonald, Jairo Sinova   +2 more
exaly  

Cosmological constraints on dark matter interactions with ordinary matter

Physics Reports, 2022
Manuel A Buen-Abad, Rouven Essig, David McKeen   +2 more
exaly  

Multilevel Modeling and Ordinary Least Squares Regression: How Comparable Are They?

, 2018
Francis L. Huang
semanticscholar   +1 more source