Now showing items 1-3 of 3
Moment estimation of measurement errors
The slope of the best-fit line from minimizing a function of the squared vertical and horizontal errors is the root of a polynomial of degree four. We use second order and fourth order moment equations to estimate the ratio ...
Revisiting some design criteria
(Athens Institute for Education and Research, 2015)
We address the problem that the A (trace) design criterion is not scale invariant and often is in disagreement with the D (determinant) design criterion. We consider the canonical moment matrix CM and use the trace of its ...
Limitations of the least squares estimators; a teaching perspective
(Athens Institute for Education and Research, 2016)
The standard linear regression model can be written as Y = Xβ+ε with X a full rank n × p matrix and L(ε) = N(0, σ2In). The least squares estimator is = (X΄X)−1XY with variance-covariance matrix Coυ( ) = σ2(X΄X)−1, where ...