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Details for article 7 of 11 found articles
| Title: |
Improper use of the ordinary least squares estimator in the switching regression model |
| Author: |
Brannas, Kurt Uhlin, Stig |
| Appeared in: |
Communications in statistics |
| Paging: | Volume 13 (1984) nr. 14 pages 1781-1791 |
| Year: |
1984 |
| Contents: |
The paper considers the consequences of incorrectly using the ordinary least squares estimator, when the true but unknown model is a switching regression. Bias and mean square error express ons are given for slope and residual variance estimators. Except for in very specialized cases the estimators are biased. A numerical exarnple illustrates some of the issues raised and provides a conpelison between the ordinary least squares and maximum likelihood estimators. |
| Publisher: |
Taylor & Francis |
| Source file: |
Elektronische Wetenschappelijke Tijdschriften |
Details for article 7 of 11 found articles
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