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  • We consider an unbiased estimator of a function of mean value parameters, which is not efficient. This inefficient estimator is correlated with a residual vector. Thus, if a unit dispersion is unknown, it is impossible to determine the correct confidence region for a function of mean value parameters via a standard estimator of an unknown dispersion with the exception of the case when the ordinary least squares (OLS) estimator is considered in a model with a special covariance structure such that the OLS and the generalized least squares (GLS) estimator are the same, that is the OLS estimator is efficient. Two different estimators of a unit dispersion independent of an inefficient estimator are derived in a singular linear statistical model. Their quality was verified by simulations for several types of experimental designs. Two new estimators of the unit dispersion were compared with the standard estimators based on the GLS and the OLS estimators of the function of the mean value parameters. The
  • We consider an unbiased estimator of a function of mean value parameters, which is not efficient. This inefficient estimator is correlated with a residual vector. Thus, if a unit dispersion is unknown, it is impossible to determine the correct confidence region for a function of mean value parameters via a standard estimator of an unknown dispersion with the exception of the case when the ordinary least squares (OLS) estimator is considered in a model with a special covariance structure such that the OLS and the generalized least squares (GLS) estimator are the same, that is the OLS estimator is efficient. Two different estimators of a unit dispersion independent of an inefficient estimator are derived in a singular linear statistical model. Their quality was verified by simulations for several types of experimental designs. Two new estimators of the unit dispersion were compared with the standard estimators based on the GLS and the OLS estimators of the function of the mean value parameters. The (en)
Title
  • Confidence regions based on inefficient estimators
  • Confidence regions based on inefficient estimators (en)
skos:prefLabel
  • Confidence regions based on inefficient estimators
  • Confidence regions based on inefficient estimators (en)
skos:notation
  • RIV/61989592:15310/09:00010115!RIV10-MSM-15310___
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • Z(MSM6198959214)
http://linked.open...iv/cisloPeriodika
  • 3
http://linked.open...vai/riv/dodaniDat
http://linked.open...aciTvurceVysledku
http://linked.open.../riv/druhVysledku
http://linked.open...iv/duvernostUdaju
http://linked.open...titaPredkladatele
http://linked.open...dnocenehoVysledku
  • 308059
http://linked.open...ai/riv/idVysledku
  • RIV/61989592:15310/09:00010115
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • confidence region; generalized least squares estimator; inefficient estimator; ordinary least squares estimator; singular linear model; unbiased estimator (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...odStatuVydavatele
  • GB - Spojené království Velké Británie a Severního Irska
http://linked.open...ontrolniKodProRIV
  • [532AC84B301F]
http://linked.open...i/riv/nazevZdroje
  • Statistics: A Journal of Theoretical and Applied Statistics
http://linked.open...in/vavai/riv/obor
http://linked.open...ichTvurcuVysledku
http://linked.open...cetTvurcuVysledku
http://linked.open...UplatneniVysledku
http://linked.open...v/svazekPeriodika
  • 43
http://linked.open...iv/tvurceVysledku
  • Fišerová, Eva
http://linked.open...n/vavai/riv/zamer
issn
  • 0233-1888
number of pages
http://localhost/t...ganizacniJednotka
  • 15310
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