Results 261 to 270 of about 75,307 (298)

The Exact Sampling Distribution of Ordinary Least Squares and Two-Stage Least Squares Estimators

Journal of the American Statistical Association, 1969
Abstract This paper presents the exact sampling distributions of the ordinary and the two-stage least squares estimators of a structural parameter in a structural equation with two endogenous variables in a complete system of stochastic equations. The results show that the distributions of the two estimators are essentially similar to each other.
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Recovery of Weak Common Factors by Maximum Likelihood and Ordinary Least Squares Estimation

Multivariate Behavioral Research, 2003
This 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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ASYMPTOTIC EFFICIENCY OF THE ORDINARY LEAST SQUARES ESTIMATOR FOR REGRESSIONS WITH UNSTABLE REGRESSORS

Econometric Theory, 2002
For regression models with general unstable regressors having characteristic roots on the unit circle and general stationary errors independent of the regressors, sufficient conditions are investigated under which the ordinary least squares estimator (OLSE) is asymptotically efficient in that it has the same limiting distribution as the ...
Shin, Dong Wan, Oh, Man Suk
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The Effects of Causal Feedback On Ordinary Least-Squares Estimators

Sociological Methods & Research, 1974
When 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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Ordinary Least Squares Estimation of Parameters in Exploratory Factor Analysis With Ordinal Data

Multivariate Behavioral Research, 2012
Exploratory 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, Guangjian, Zhang, Michael C, Edwards   +2 more
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The bias of the ordinary least squares estimator in simultaneous equation models

Economics Letters, 1996
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Kiviet, Jan F., Phillips, Garry D. A.
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The Equality of the Ordinary Least Squares Estimator and the Best Linear Unbiased Estimator

The American Statistician, 1989
Abstract 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 Asymptotic Bias of the Ordinary Least Squares Estimator of the Tobit Model

Econometrica, 1981
This paper presents a precise characterization of the bias of least squares in two limited dependent variable models, the Tobit model and the truncated regression model. For the cases considered, the method of moments can be used to correct the bias of OLS. For more general cases, the results provide approximations which appear to be relatively robust.
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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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Anomalous Hall antiferromagnets

Nature Reviews Materials, 2022
Libor Šmejkal, Allan H Macdonald, Jairo Sinova   +2 more
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