Linear Least Squares Estimates and Nonlinear Means.

Abstract

The consistency and asymptotic normality of a linear least squares estimate of the form (X'X)(bar)X'Y when the mean is not (X)(Beta) is investigated in this paper. The least squares estimate is a consistent estimate of the best linear approximation of the true mean function for the design chosen. The asymptotic normality of the least squares estimate depends on the design and the asymptotic mean may not be the best linear approximation of the true mean function. (Author)

Open PDF

Document Details

Document Type
Technical Report
Publication Date
Mar 01, 1981
Accession Number
ADA098169

Entities

People

  • Naftali A. Langberg
  • Roger L. Berger

Organizations

  • Florida State University

Tags

DTIC Thesaurus Topics

  • Air Force
  • Analysis Of Variance
  • Asymptotic Normality
  • Consistency
  • Convergence
  • Covariance
  • Data Science
  • Distribution Functions
  • Equations
  • Information Science
  • Military Research
  • Normality
  • Probability
  • Random Variables
  • Statistical Analysis
  • Statistics
  • Surveys

Fields of Study

  • Mathematics

Readers

  • Statistical inference.