Estimated Generalized Least Squares for a Heteroscedastic Regression Model

DOI10.1111/J.1467-842X.1982.TB00831.XzbMath0501.62060OpenAlexW2059825691MaRDI QIDQ3966952

V. V. Anh

Publication date: 1982

Published in: Australian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-842x.1982.tb00831.x

zbMATH Keywords

generalized least squaresheteroscedastic regression modelthree-step GLS estimator

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

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