Abstract
Abstract This paper describes an algorithm for unbiased estimation of regression parameters dealing with data in which the variances of both the x and y variables are different and heterocedastic. The procedure gives consistent and unbiased estimations of parameters, as well as the elements of the variance-covariance matrix.
Published Version
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
