The Effect of Estimating Weights in Weighted Least Squares
From MaRDI portal
Publication:3033142
DOI10.2307/2290134zbMath0691.62061OpenAlexW4245928928MaRDI QIDQ3033142
David Ruppert, Raymond J. Carroll, C. F. Jeff Wu
Publication date: 1988
Full work available at URL: https://doi.org/10.2307/2290134
bootstrapheteroscedasticityasymptotic expansionsgeneralized least squaresvariance functionscovariance stabilizationeffect of iterationestimating weightsinitial estimatenumber of iterative weightingsweighted least squares regression
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