A note on parameter estimation for misspecified regression models with heteroskedastic errors

DOI10.1214/17-EJS1255zbMath1362.62142arXiv1509.05810OpenAlexW2964247990MaRDI QIDQ527079

James P. Long

Publication date: 16 May 2017

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

Full work available at URL: https://arxiv.org/abs/1509.05810

zbMATH Keywords

approximate modelsweighted least squaresmodel misspecificationastrostatisticsheteroskedasticitysandwich estimators

Mathematics Subject Classification ID

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

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