32
Views
4
CrossRef citations to date
0
Altmetric
Theory and Method

Residual Optimality: Ordinary Vs. Weighted Vs. Biased Least Squares

Pages 375-379 | Received 01 Apr 1973, Published online: 06 Apr 2012

References

  • Aitken , A. C. 1935 . “On Least Squares and Linear Combinations of Observations,” . Proceedings of the Royal Society of Edinburgh , 55 : 42 – 8 . Ser. A
  • Anderson , T. W. 1971 . The Statistical Analysis of Time Series , 566 – 71 . New York : John Wiley and Sons, Inc. .
  • Canner , P. L. 1969 . “Some Curious Results Using Minimum Variance Linear Unbiased Estimators,” . The American Statistician , 23 ( 5 ) December : 39 – 40 .
  • Draper , N. R. and Smith , H. 1966 . “The Examination of Residuals,” . In Applied Regression Analysis , 86 – 103 . New York : John Wiley and Sons, Inc. .
  • Golub , G. H. 1963 . “Comparisons of the Variance of Minimum Variance and Weighted Least Squares Regression Coefficients,” . Annals of Mathematical Statistics , 34 September : 984 – 91 .
  • Grossman , S. I. and Styan , G. P. H. 1972 . “Optimality Properties of Theil's BLUS Residuals,” . Journal of the American Statistical Association , 67 September : 672 – 3 .
  • Hoerl , A. E. and Kennard , R. W. 1970 . “Ridge Regression: Biased Estimation for Nonorthogonal Problems,” . Technometrics , 12 February : 55 – 67 .
  • Larsen , W. A. and McCleary , S. J. 1972 . “The Use of Partial Residual Plots in Regression Analysis,” . Technometrics , 14 August : 781 – 90 .
  • Marquardt , D. W. 1970 . “Generalized Inverses, Ridge Regression, Biased Linear Estimation, and Nonlinear Estimation,” . Technometrics , 12 August : 591 – 612 .
  • Rao , C. R. 1973 . Linear Statistical Inference and Its Applications , New York : John Wiley and Sons, Inc. .
  • Theil , H. 1965 . “The Analysis of Disturbances in Regression Analysis,” . Journal of the American Statistical Association , 60 December : 1067 – 79 .
  • Wilk , M. B. and Gnanadesikan , R. 1968 . “Probability Plotting Methods for the Analysis of Data,” . Biometrika , 55 March : 1 – 17 .

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.