Generalized modified least squares in the univariate linear model

论文发布时间：[2009-10-21] 范文大全编辑：Voive.net

所有作者：刘绪庆

作者单位：淮阴工学院数理学院

论文摘要：In this short paper， we mainly aim to appeal to readers to pay close attention to the criterion of modified least squares and develop it to generalized modified least squares。 The closed-form of the generalized modified least squares estimators for the intercept and the slope are derived。 The results are illustrated by a numerical example。 The illustration shows that generalized modified least squares is an adjusting criterion such that the resulting fitted line can be sensitive or insensitive to those outlying data values。

关键词： Ordinary least squares Modified least squares Generalized modified least squares Univariate linea

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