Variance-Covariance perturbation analysis of a Linear Model

In this paper the perturbation influence properties of the stochastic model (variance-covariance) in linear models is discussed in detail. Some very useful formulae are established about the variance-covariance perturbation influence on the model parameter estimation. Then, the influence properties are analyzed in different cases and illustrated by two examples.


Published in:
Survey Review, 37, 289, 246-257
Year:
2003
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 Record created 2004-12-16, last modified 2018-12-03


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