A recursive two-step method of least squares (Q1060181)
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scientific article; zbMATH DE number 3906365
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A recursive two-step method of least squares |
scientific article; zbMATH DE number 3906365 |
Statements
A recursive two-step method of least squares (English)
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1985
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A two-step method is considered for estimating the parameters of a regression equation on a finite sample. Conditions are obtained under which the mean-square error of such an estimate is smaller than the corresponding error of the method of least squares. It is shown that such conditions represent situations in which identification is difficult. The results of a computer analysis of the two-step method are presented.
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two-step method
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regression
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finite sample
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mean-square error
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least squares
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0.90134907
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0.89367735
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0.89253664
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0.8864584
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0.8849673
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