Efficiency analysis of ten estimation procedures for quantitative linear models with autocorrelated errors

DOI10.1080/00949650108812094zbMath1033.62060OpenAlexW2083388577MaRDI QIDQ2746332

Gülhan Alpargu, Pierre Dutilleul

Publication date: 10 October 2001

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949650108812094

zbMATH Keywords

tablesMonte Carlo studymaximum likelihoodleast squareslinear modelsrelative efficiencyautocorrelated errorsfirst differencesstructured versus random explanatory variables

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

Related Items (3)

Modified \(F\) tests for assessing the multiple correlation between one spatial process and several others ⋮ Stepwise Regression in Mixed Quantitative Linear Models with Autocorrelated Errors ⋮ To be or not to be valid in testing the significance of the slope in simple quantitative linear models with autocorrelated errors

Cites Work

• Estimating the autocorrelated error model with trended data
• Spatial Autocorrelation Among Errors and the Relative Efficiency of OLS in the Linear Regression Model
• Estimation Methods for Models of Spatial Interaction
• A Maximum Likelihood Procedure for Regression with Autocorrelated Errors
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Efficiency analysis of ten estimation procedures for quantitative linear models with autocorrelated errors