Coefficient errors caused by using the wrong covariance matrix in the general linear model
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Publication:1212064
DOI10.1214/aos/1176342815zbMath0293.15022OpenAlexW2045024301MaRDI QIDQ1212064
Publication date: 1974
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176342815
Point estimation (62F10) Eigenvalues, singular values, and eigenvectors (15A18) Norms of matrices, numerical range, applications of functional analysis to matrix theory (15A60) Numerical computation of matrix norms, conditioning, scaling (65F35)
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The inefficiency of least squares: Extensions of the Kantorovich inequality ⋮ On the measures of multicollinearity in least squares regression ⋮ Unnamed Item
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