A Simplification of the BLUS Procedure for Analyzing Regression Disturbances
作者： Henri Theil
DOI: 10.1007/978-94-011-2546-8_28
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摘要: This article deals with BLUS residuals in regression analysis, which have the property of being uncorrelated and having constant variance under null hypothesis that “true” disturbances same property. It is a continuation author's earlier this journal [7] results reported here are following: (1) can be expressed conveniently terms least-squares by means matrix operations order K (K number unknown coefficients regression), (2) satisfy stronger optimality condition than one stated [7], (3) simple expression obtained for coefficient vector implied residuals.
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