JSTOR Daily

Least Upper Bound for the Covariance Matrix of a Generalized Least Squares Estimator in Regression with Applications to a Seemingly Unrelated Regression Model and a ...

In a general normal regression model, this paper first derives the least upper bound (LUB) for the covariance matrix of a generalized least squares estimator (GLSE) relative to the covariance matrix ...
JSTOR Daily

Second-Order Expansion of Mean Squared Error Matrix of Generalized Least Squares Estimator with Estimated Parameters

The second-order expansion of the mean squared error matrix of the generalized least squares estimators for the regression parameters is obtained when the samples and ...
technologynetworks

Calculating a Least Squares Regression Line: Equation, Example, Explanation

Often the questions we ask require us to make accurate predictions on how one factor affects an outcome. If a teacher is asked to work out how time spent writing an essay affects essay grades, it’s ...
Investopedia

Understanding the Least Squares Criterion for Accurate Data Fitting

Will Kenton is an expert on the economy and investing laws and regulations. He previously held senior editorial roles at Investopedia and Kapitall Wire and holds a MA in Economics from The New School ...