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Details for article 5 of 7 found articles
| Title: |
Small-sample behavior of weighted least squares in experimental design applications |
| Author: |
Kleijnen, Jack |
| Appeared in: |
Communications in statistics |
| Paging: | Volume 10 (1981) nr. 3 pages 303-313 |
| Year: |
1981 |
| Contents: |
In experimental design applications unbiased estimators si2 of the variances σi2 are possible. These estimators may be used in Weighted Least Squares (WLS) when estimating the parameters β. The resulting small-sample behavior is investigated in a Monte Carlo experiment. This experiment shows that an asymptotically valid covariance formula can be used if si2 is based on, say, at least 5 observations. The WLS estimator based on estimators si2 gives more accurate estimators of β, provided the σi2 differ by a factor, say, 10. |
| Publisher: |
Taylor & Francis |
| Source file: |
Elektronische Wetenschappelijke Tijdschriften |
Details for article 5 of 7 found articles
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