Does sequential augmenting of simple linear heteroscedastic regression reduce variances of ordinary least-squares estimators?

DOI10.1080/02331888.2013.800063zbMath1367.62213arXiv1304.2847OpenAlexW2052628385MaRDI QIDQ2934846

Brian Jersky, Andrzej S. Kozek

Publication date: 22 December 2014

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1304.2847

zbMATH Keywords

variance reductionordinary least squaresdesign of experimentlinear regression modelsaugmented data

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Design of statistical experiments (62K99)

Cites Work

• Characterization of the exact finite-sample distribution of a routine test statistic for non-nested regressions
• Linear Statistical Inference and its Applications
• SOME THEOREMS IN LEAST SQUARES

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