Ordinary least squares estimator

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Efficient Estimation: The Rao‐Zyskind Condition, Kruskal's Theorem and Ordinary Least Squares*

Economic Record, 1992
The paper emphasizes the practicability and accessibility of the necessary and sufficient condition for ordinary least squares to yield best linear unbiased estimators in several problems that are available in econometrics Two convenient equivalent alternative forms of the condition are presented It is shown that the condition is useful for analyzing ...
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A minimum matrix valued risk estimator combining restricted and ordinary least squares estimators

Communications in Statistics - Theory and Methods, 2023
Buatikan Mirezi, Selahattin Kaçıranlar, Nimet Özbay +2 more
exaly

On the minimax robustness against correlation and heteroscedasticity of ordinary least squares among generalized least squares estimates of regression

Biometrika
Summary We revisit a result according to which certain functions of covariance matrices are maximized at scalar multiples of the identity matrix. In a statistical context in which such functions measure loss, this says that the least favourable form of dependence is in fact independence, so that a procedure optimal for independent and ...
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Exact Sampling Moments of the Ordinary Least Squares, Instrumental Variable and Two-Stage Least Squares Estimators

International Economic Review, 1970
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A simulation study of biased estimators against the ordinary least squares estimator