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Original Articles

Invariance of estimation methods for the linear model

Pages 157-163 | Received 19 Jun 1986, Published online: 09 Jul 2006
 

Abstract

A method of estimation of the coefficients of a linear regression model is described as invariant if the basic regression results obtained by the method are unaltered by a location/scale transformation of the data matrix. A necessary and sufficient condition for a method to be invariant is presented. Finally specific methods of estimation are examined for invariance.

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