Results 151 to 160 of about 75,182 (196)
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The Equality of the Ordinary Least Squares Estimator and the Best Linear Unbiased Estimator
The American Statistician, 1989Abstract It is well known that the ordinary least squares estimator of Xβ in the general linear model E y = Xβ, cov y = σ2 V, can be the best linear unbiased estimator even if V is not a multiple of the identity matrix. This article presents, in a historical perspective, the development of the several conditions for the ordinary least squares estimator
Simo Puntanen, George P. H. Styan
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On the dominance of Mallows model averaging estimator over ordinary least squares estimator
Economics Letters, 2016zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Zhang, Xinyu +2 more
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The bias of the ordinary least squares estimator in simultaneous equation models
Economics Letters, 1996zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Kiviet, Jan F., Phillips, Garry D. A.
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A minimum matrix valued risk estimator combining restricted and ordinary least squares estimators
Communications in Statistics - Theory and Methods, 2021In this article, attention is focused on the convex combination estimator, β¯=Aβ+(I−A)βR. We have proved that the matrix valued risk of the new convex matrix estimator cannot exceed the individua...
Buatikan Mirezi +2 more
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Frequency and Phase-Angle Estimation Using Ordinary Least Squares
IEEE Transactions on Industrial Electronics, 2015The extensive use of grid-connected power electronics converters in the most different conditions, e.g., grid voltage quality, power level and grid codes, requires a robust synchronization method in order to properly feed other converter controllers with reliable and exact information, namely the phase-angle and the magnitude of the grid voltage.
Carlos Joao Ramos +2 more
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International Journal of Computational and Applied Mathematics & Computer Science, 2023
The lack of certain assumptions is common in ordinary least squares regression models whenever there is/are outliers and high leverage in the observations with an extreme value on a predictor variable. This could have a great effect on the estimate of regression coefficients.
Badmus Nofiu Idowu +1 more
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The lack of certain assumptions is common in ordinary least squares regression models whenever there is/are outliers and high leverage in the observations with an extreme value on a predictor variable. This could have a great effect on the estimate of regression coefficients.
Badmus Nofiu Idowu +1 more
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Ordinary and weighted least-squares estimators
Canadian Journal of Statistics, 1990Summary: 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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Tree Fitting: Topological Recognition from Ordinary Least-Squares Edge Length Estimates
Journal of Classification, 2002zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Desper, Richard, Vingron, Martin
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Proceedings of the 8th International Conference on Frontiers of Information Technology, 2010
This paper gives an insight into the working and efficiency of the two basic algorithms used for parameter estimation: Ordinary Least Squares (OLS) and Recursive Least Squares (RLS). A simple DC motor is taken here as an example of a SISO system. The input voltage and the output in the form of rotations of the motor are given to the parameter estimator.
Saher Arshad +3 more
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This paper gives an insight into the working and efficiency of the two basic algorithms used for parameter estimation: Ordinary Least Squares (OLS) and Recursive Least Squares (RLS). A simple DC motor is taken here as an example of a SISO system. The input voltage and the output in the form of rotations of the motor are given to the parameter estimator.
Saher Arshad +3 more
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The Existence of Moments of the Ordinary Least Squares and Two-Stage Least Squares Estimators
Econometrica, 1972This 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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