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Theory and Method

Global Sensitivity Results for Generalized Least Squares Estimates

Pages 867-870 | Received 01 Jun 1983, Published online: 12 Mar 2012

References

  • Belsley , D. , Kuh , E. and Welsch , R. 1980 . Regression Diagnostics , New York : John Wiley .
  • Gilstein , C. Z. and Leamer , E. E. 1983 . “Robust Sets of Regression Estimates,” . Econometrica , 51 : 321 – 333 .
  • Gilstein , C. Z. and Leamer , E. E. 1983 . “The Set of Weighted Regressions,” . Journal of the American Statistical Association , 78 : 942 – 948 .
  • Huber , Peter J. 1964 . “Robust Estimation of a Location Parameter,” . Annals of Mathematical Statistics , 35 : 101
  • Leamer , E. E. 1978 . Specification Searches: Ad Hoc Inference With Nonexperimental Data , New York : John Wiley .
  • Leamer , E. E. “Techniques for Estimation With Incomplete Assumptions,” . Proceedings of IEEE Meeting on Decision and Control . December , San Diego . New York : IEEE .
  • Leamer , E. E. 1982 . “Sets of Posterior Means With Bounded Variance Priors,” . Econometrica , 50 : 725 – 736 .
  • Leamer , E. E. and Chamberlain , G. 1976 . “A Bayesian Interpretation of Pretesting,” . Journal of the Royal Statistical Society , 38 : 85 – 94 . Ser. B

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