Title: Grouping Estimators on Heteroscedastic Data
Abstract: This paper gives numerical comparisons of the efficiency of Ordinary Least Squares (OLS) and Grouping Estimators in simple linear regression. The disturbances are assumed to have unequal variances, and an assumption is made about the form of this heteroscedasticity. It is shown that for some types of heteroscedasticity a Grouping Estimator can be more efficient than Ordinary Least Squares.
Publication Year: 1968
Publication Date: 1968-03-01
Language: en
Type: article
Indexed In: ['crossref']
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Cited By Count: 14
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