2 exercises in simple regression
Item Type:Journal Article
Citation:R.C. Geary, '2 exercises in simple regression', Economic and Social Research Institute, Economic and Social Review, Vol.3 (Issue 4), 1972, 1972, pp551-559
v3n41972_1.pdf (PDF) 399.5Kb
While the two exercises are independent in that they purport to answer separate questions, methodologically they are very similar. They both compare the efficiency of different methods of estimation of parameters by the familiar method of ratio F of variances of estimate, stochastically decisive, under very general conditions, when number of observations T tends towards infinity.
Author: Geary, R.C.
Publisher:Economic and Social Research Institute
Type of material:Journal Article
Series/Report no:Economic and Social Review
Vol.3 (Issue 4), 1972
Availability:Full text available