Results 231 to 240 of about 82,111 (284)
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The Exact Moments of Ordinary Least Squares Estimators for Koyck Distributed Lag Models
International Economic Review, 1986This article has analyzed some small sample properties of the ordinary least squares estimators for the Koyck distributed lag models. Two different structures on the disturbances are assumed. Analytical expressions for exact low order moments of the OLS estimators are derived.
Hoque, Asraul +2 more
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The lower tail of random quadratic forms with applications to ordinary least squares
arXiv.org, 2013Finite sample properties of random covariance-type matrices have been the subject of much research. In this paper we focus on the “lower tail” of such a matrix, and prove that it is sub-Gaussian under a simple fourth moment assumption on the one ...
R. Oliveira
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The American Statistician, 1988
Abstract The problem of the equality between ordinary-least-squares estimators and best linear unbiased estimators is discussed in the literature in two versions: in the context of a fixed model (design) matrix and in the context of all model (design) matrices having a fixed common linear part.
Baksalary, J.K., van Eijnsbergen, A.C.
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Abstract The problem of the equality between ordinary-least-squares estimators and best linear unbiased estimators is discussed in the literature in two versions: in the context of a fixed model (design) matrix and in the context of all model (design) matrices having a fixed common linear part.
Baksalary, J.K., van Eijnsbergen, A.C.
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Feasible generalized least squares for panel data with cross-sectional and serial correlations
, 2019This paper considers generalized least squares (GLS) estimation for linear panel data models. By estimating the large error covariance matrix consistently, the proposed feasible GLS estimator is more efficient than the ordinary least squares in the ...
Jushan Bai, Sungchun Choi, Yuan Liao
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An alternative corrected ordinary least squares estimator for the stochastic frontier model
Empirical Economics, 2023Christopher F. Parmeter, Shirong Zhao
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The Effects of Causal Feedback On Ordinary Least-Squares Estimators
Sociological Methods & Research, 1974When a causal model includes a feedback loop, ordinary least-squares (OLS) is an inappropriate, biased estimation technique. Furthermore, since the system is nonrecursive, a simple application of path analysis or regression is precluded. If the causal feedback is indirect, however, or involves one or more weak causal links, the bias will tend to be ...
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Recovery of Weak Common Factors by Maximum Likelihood and Ordinary Least Squares Estimation
Multivariate Behavioral Research, 2003This article examines the relative performance of two commonly used methods of parameter estimation in factor analysis, maximum likelihood (ML) and ordinary least squares (OLS). It is shown that ML will sometimes fail to recover a known population factor structure when OLS succeeds.
Nancy E, Briggs, Robert C, MacCallum
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Ordinary Least Squares Estimation of Parameters in Exploratory Factor Analysis With Ordinal Data
Multivariate Behavioral Research, 2012Exploratory factor analysis (EFA) is often conducted with ordinal data (e.g., items with 5-point responses) in the social and behavioral sciences. These ordinal variables are often treated as if they were continuous in practice. An alternative strategy is to assume that a normally distributed continuous variable underlies each ordinal variable. The EFA
Chun-Ting, Lee +2 more
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On the Inconsistency of the Ordinary Least Squares Estimator for Spatial Autoregressive Processes [PDF]
, 2000 This paper investigates the asymptotic properties of the ordinary least squares estimator for spatial autoregressive models. We show that this estimator is biased as well as inconsistent for the parameters regardless of the distribution of the error term. Illustrative examples are also provided.
Théophile AZOMAHOU, Agénor LAHATTE
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A Note on the Comparison of Ordinary and Two-Stage Least Squares Estimators
Econometrica, 1971Richardson, David H, Wu, De-Min
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