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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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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
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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
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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.
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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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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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