Results 221 to 230 of about 82,111 (284)
Some of the next articles are maybe not open access.
The Effect of Two-Stage Sampling on Ordinary Least Squares Methods
Journal of the American Statistical Association, 1982D Holt, A J Scott
exaly +2 more sources
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
openaire +1 more source
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
openaire +1 more source
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 João Ramos +2 more
openaire +1 more source
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 ...
openaire +2 more sources
A COMPARISON OF ORDINARY LEAST SQUARES AND LEAST ABSOLUTE ERROR ESTIMATION
1986In a linear dynamic model with heteroscedastic errors, we compare some aspects of ordinary least squares and least absolute error estimation. After deriving the properties of the estimators and the Wald, Lagrange multiplier and Likelihood ratio tests under a local alternative, we derive the Hausman test comparing the estimators.
Weiss, Andrew, Weiss, Andrew
openaire +1 more source
The Ordinary Least Squares Estimates
1986With 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
On the invalidity of the ordinary least squares estimate of the equilibrium climate sensitivity
Theoretical and Applied Climatology, 2021The equilibrium climate sensitivity is often estimated by the ordinary least squares applied to annual data of observed/calculated temperature and forcing series. One of the conditions under which the ordinary least squares estimator is consistent is the uncorrelatedness of the regressor and regression error.
openaire +1 more source
Ordinary Least Squares Estimation for a Dynamic Game [PDF]
, 2014 Estimation of dynamic games is known to be a numerically challenging task. A common form of the payoff functions employed in practice takes the linear-in-parameter specification. We show a least squares estimator taking a familiar OLS/GLS expression is available in such case. Our proposed estimator has a closed-form.
Fabio A. Miessi Sanches +1 more
openaire
Econometrica, 1984
Exact expressions are given for the first two moments of a linear combination of the elements of an instrumental variables estimator for the coefficients of the endogenous variables in a general structural equation. These results generalize previous exact results for equations containing just two or three endogenous variables.
Hillier, Grant +2 more
openaire +2 more sources
Exact expressions are given for the first two moments of a linear combination of the elements of an instrumental variables estimator for the coefficients of the endogenous variables in a general structural equation. These results generalize previous exact results for equations containing just two or three endogenous variables.
Hillier, Grant +2 more
openaire +2 more sources