A note on millers's empirical weights for heteroscedastic linear regression

DOI10.1080/03610928808829818zbMath0696.62275OpenAlexW1990476894MaRDI QIDQ3474059

Alan H. Dorfman

Publication date: 1988

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928808829818

zbMATH Keywords

heteroscedasticunequal variancesvariances proportional to mean

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Point estimation (62F10)

Cites Work

• Improvements on fast methods for generating normal random variables
• Regression Analysis when the Variance of the Dependent Variable is Proportional to the Square of its Expectation
• Least Squares Estimation when the Covariance Matrix and Parameter Vector are Functionally Related
• Correcting Inhomogeneity of Variance with Power Transformation Weighting

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