Results 11 to 20 of about 536,991 (288)
Resurrecting weighted least squares [PDF]
Journal of Econometrics, 2014 Linear regression models form the cornerstone of applied research in economics and other scientific disciplines. When conditional heteroskedasticity is present, or at least suspected, the practice of reweighting the data has long been abandoned in favor ...
Romano, Joseph P., Wolf, Michael
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Weighted-average least squares (WALS): A survey [PDF]
Journal of Economic Surveys, 2016 Model averaging has become a popular method of estimation, following increasing evidence that model selection and estimation should be treated as one joint procedure.
DE LUCA, Giuseppe, Magnus JR
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On weighted structured total least squares [PDF]
, 2006 In this contribution we extend the result of (Markovsky et. al, SIAM J. of Matrix Anal. and Appl., 2005) to the case of weighted cost function. It is shown that the computational complexity of the proposed algorithm is preserved linear in the sample size
G. Golub +4 more
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Iterative Solution of Weighted Linear Least Squares Problems
Analele Stiintifice ale Universitatii Ovidius Constanta: Seria Matematica, 2020 In this report we show that the iterated regularization scheme due to Riley and Golub, sometimes also called the iterated Tikhonov regularization, can be generalized to damped least squares problems where the weights matrix D is not necessarily the ...
Carp Doina +3 more
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Parameter estimation of quantized DARMA systems using weighted least squares
IET Control Theory & Applications, 2023 This paper is concerned with parameter estimate of deterministic autoregressive moving average (DARMA) systems with uniform quantized output observations.
Lida Jing
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Comparison of straight line curve fit approaches for determining parameter variances and covariances
International Journal of Metrology and Quality Engineering, 2020 Pressure balances are known to have a linear straight line equation of the form y = ax + b that relates the applied pressure x to the effective area y, and recent work has investigated the use of Ordinary Least Squares (OLS), Weighted Least Squares (WLS),
Ramnath Vishal
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Identification of Switched ARX Systems using an Iterative Weighted Least Squares Algorithm [PDF]
International Journal of Industrial Electronics, Control and Optimization, 2022 This paper presents a new algorithm for the identification of a specific class of hybrid systems. Hybrid System identification is a challenging problem since it involves the estimation of discrete and continuous states simultaneously.
Hamed Torabi, Hadi Keshvari-Khor
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Revstat Statistical Journal, 2015 Regression procedures are often used for estimating distributional parameters because of their computational simplicity and useful graphical presentation. However, the resulting regression model may have heteroscedasticity and/or correction problems and
Yeliz Mert Kantar
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Volume Data Denoising via Extended Weighted Least Squares
IEEE Access, 2019 During the data acquisition procedure, volume data are usually contaminated by noises. This would create visual confusion and misunderstanding in analyzing the volume data.
Huanhuan Zhang +4 more
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Improving weighted least squares inference [PDF]
Econometrics and Statistics, 2016 In the presence of conditional heteroskedasticity, inference about the coefficients in a linear regression model these days is typically based on the ordinary least squares estimator in conjunction with using heteroskedasticity consistent standard errors. Similarly, even when the true form of heteroskedasticity is unknown, heteroskedasticity consistent
DiCiccio, Cyrus J +2 more
openaire +4 more sources