Prediction and the efficiency of least squares

DOI10.1093/biomet/59.1.91zbMath0232.62032OpenAlexW2024139102MaRDI QIDQ5640600

Geoffrey S. Watson

Publication date: 1972

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/59.1.91

Mathematics Subject Classification ID

Generalized linear models (logistic models) (62J12)

Related Items (8)

Fundamental Equations of BLUE and BLUP in the Multivariate Linear Model with Applications ⋮ Some comments on six inequalities associated with the inefficiency of ordinary least squares with one regressor ⋮ Simple least squares estimation versus best linear unbiased prediction ⋮ On equality of ordinary least squares estimator, best linear unbiased estimator and best linear unbiased predictor in the general linear model ⋮ Equalities between OLSE, BLUE and BLUP in the linear model ⋮ An alternative form of the Watson efficiency ⋮ Sampling distribution for a class of estimators for nonregular linear processes ⋮ Asymptotic linear prediction of extreme order statistics

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