The Linear and Non-displaced Estimator in Multiple Regression
Journal Title: Revista Romana de Statistica - Year 2013, Vol 61, Issue 2
Abstract
Under the hypotheses IA and IB, OLS estimators are both linear and stationary. For it to provide the same minimum variance of all linear and stationary estimators and to take part of BLUE, it is necessary that the classical assumptions IIB and IIC should be available. As in the case of two-variable regression, this means that the residual factors has to be homoschedastic and non-autocorrelated.
Authors and Affiliations
Constantin ANGHELACHE, Vergil VOINEAGU, Alexandru MANOLE, Diana Valentina SOARE, Ligia PRODAN
Keywords
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