An asymptotic theory for weighted least squares with weights estimated by replication /

We consider a heteroscedastic linear regression model with replication. To estimate the variances, one can use the sample variances or the sample average squared errors from a regression fit. We study the large-sample properties of these weighted least-squares estimates with estimated weights when t...

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Bibliographic Details

Main Authors:	Carroll, Raymond J. (Author), Cline, Daren B. H. (Author)
Corporate Authors:	United States. Air Force. Office of Scientific Research (sponsoring body.), National Science Foundation (U.S.) (sponsoring body.)
Format:	Book
Language:	English
Published:	College Station, Texas : Department of Statistics, Texas A & M University, [1987]
Series:	Technical report (Texas A & M University. Department of Statistics) ; no. 1.
Subjects:	Least squares. Heteroscedasticity. Regression analysis. Replication (Experimental design) Mathematical statistics > Asymptotic theory.