Generalized and oxdinary least squakes with estimated and unequal variances

References

• Arnold , S. F. 1981 . The theory of linear models and multivariate analysis , New York : John Wiley and Sons .
   Google Scholar
• Bement , I. R. and Williams , J. S. 1969 . Variance of weighted regression estimator when sampling errors are independent and heteroscedastic . Journal of American Statistical Association , 64 : 1369 – 82 .
   Web of Science ®Google Scholar
• Fishman , G. S. 1978 . Principles of discrete event simulation , New York : John Wiley and Sons .
   Google Scholar
• Hines , W. W. and Montgomery , D. C. 1980 . Probability and Statistics in Engineering and Management Science , New York : John Wiley and Sons .
   Google Scholar
• Horn , S. D. and Horn , R. A. 1975 . Comparison oi estimators of heteroscedastic variances in linear models . Journal of American Statistical Association , 70 : 872 – 879 .
   Web of Science ®Google Scholar
• Horn , S. D. , Horn , R. A. and Duncan , D. B. 1975 . Estimating heteroscedastic variances in linear models . Journal of American Statistical Association , 70 : 380 – 85 .
   Web of Science ®Google Scholar
• Kleijnen , J. P. C. 198l . Regression analysis for simulation practitioners . Journal of Operational Research , 32 : 35 – 43 .
   Google Scholar
• Kleijnen , J. P. C. , Brent , R. and Browers . 1981 . Small-sample behavior of weiglitetl least squares in experimental design applications . Comniunication in Statistics , 10 : 303 – 313 .
   Google Scholar
• Mallela , P. 1972 . Necessary and safficient conditions for MINQUE-estimation of heteroscedastic variances in linear models . Journal of American Statistical Association , 67 : 486 – 487 .
   Web of Science ®Google Scholar
• Nozari , A. 1982 . On Simulation Experiments for Multipopulation, Experiments , University Park, PA : Pennsylvania State University . Ph.D. dissertation
   Google Scholar
• Rao , C. R. 1970 . Estimation of heteroscedastic variances in linear models . Journal of American Statistical Association , 65 : 161 – 172 .
   Web of Science ®Google Scholar
• Rao , C. R. 1971 . Estimation of variance and covariance com- ponents-FIINQUE theory . Journal of Multivariate Analysis , 1 : 257 – 275 .
   Google Scholar
• Rao , C. R. l97l . Minimum variance quadratic unbiased estimation of variance components . Journal of Multivariate Analysis , 1 : 445 – 56 .
   Google Scholar
• Rao , C. R. 1972 . Estimation of variance and covariance components . Journal of American Statistical Association , 67 : 112 – 115 .
   Web of Science ®Google Scholar
• Rao , J. N. K. 1973 . On the estimation of heteroscedastic variances . Biometrics , 29 : 11 – 24 .
   Web of Science ®Google Scholar
• Rao , J. N. K. and Subrahmanian , K. 1971 . Combining independent estimators and estimation in linear regression with unequal variances . Biornetrics , 27 : 971 – 990 .
   Web of Science ®Google Scholar
• Scheffe , H. 1959 . The Analysis of Variance , New York : John Wiley and Sons .
   Google Scholar
• Schmidt , P. 1976 . Econometrics , New York : Marcel Dekker .
   Google Scholar
• Schruben , L. W. and Margolin , B,H . 1978 . Pseudorandom number assignmentsinstatistically designed simulation and distribution sampling experiments . Journal of American Statistical Association , 73 : 504 – 525 .
   Web of Science ®Google Scholar
• Williams , J. S. 1967 . The variance of a weighted regression estimator . Journal o f American Statistical Association , 62 : 1290 – 1301 .
   Web of Science ®Google Scholar