Variance-Covariance perturbation analysis of a Linear Model

Jin, FengxiangMerminod, BertrandDupraz, HubertGilliéron, Pierre-Yves2004-12-162004-12-162004-12-16200310.1179/sre.2003.37.289.246https://infoscience.epfl.ch/handle/20.500.14299/185638WOS:0001838944000083926In 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.topotrajVariance-Covariance perturbation analysis of a Linear Modeltext::journal::journal article::research article