Useful invariance results for generalized regression models
作者： Trevor S. Breusch
DOI: 10.1016/0304-4076(80)90083-4
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摘要: Abstract Certain exact finite-sample invariance results are established for the usual estimators and test statistics in generalized regression model with non-scalar covariance matrix. By inferring properties of an estimator from criterion function which defines it, can be obtained even when there is no explicit solution as a data (as, e.g., maximum likelihood). Applications illustrated by examination some recently published Monte Carlo simulation studies.
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