1995
DOI: 10.1007/978-1-4899-0024-1
|View full text |Cite
|
Sign up to set email alerts
|

Linear Models

Help me understand this report

Search citation statements

Order By: Relevance

Paper Sections

Select...
2
1
1
1

Citation Types

0
60
0
1

Year Published

1996
1996
2021
2021

Publication Types

Select...
6
1
1

Relationship

1
7

Authors

Journals

citations
Cited by 218 publications
(61 citation statements)
references
References 0 publications
0
60
0
1
Order By: Relevance
“…(9) and (10) are known, and the nonlinear functions F (x) and G(x) can be obtained by leastsquares fitting using low-order polynomials (Yan et al, 2009;Komhyr et al, 1983Komhyr et al, , 1989Bjorck, 1996;Rao et al, 1999;Derek, 1968;Marcel et al, 1990). Therefore, gases i and j have measurement errors of γ i and γ j because of the variations of calibration curves and interference coefficients.…”
Section: Y W Sun Et Al: Stack Emission Monitoring 1995mentioning
confidence: 99%
See 1 more Smart Citation
“…(9) and (10) are known, and the nonlinear functions F (x) and G(x) can be obtained by leastsquares fitting using low-order polynomials (Yan et al, 2009;Komhyr et al, 1983Komhyr et al, , 1989Bjorck, 1996;Rao et al, 1999;Derek, 1968;Marcel et al, 1990). Therefore, gases i and j have measurement errors of γ i and γ j because of the variations of calibration curves and interference coefficients.…”
Section: Y W Sun Et Al: Stack Emission Monitoring 1995mentioning
confidence: 99%
“…γ j = 0 absorption. Bjorck, 1996;Rao et al, 1999;Derek, 1968;Marcel et al, 1990), which is similar to the acquisition method for calibration curves. Details of the procedure are as follows.…”
Section: An Optimized Algorithmmentioning
confidence: 99%
“…Under this assumptions it is well known (Rao et al (1997)) that the LS identification of the parameter θ is given by:…”
Section: Least-squares Estimationmentioning
confidence: 99%
“…A n alternative solution is to plug in imputed values for missing observations and then to carry out the regression analysis. Such imputed values can be obtained in several ways see, e.g., Little and Rubin (1987) for basic considerations and Little (1992) for a detailed discussion of missing X-values in regression, and Rao and Toutenburg (1995) for a detailed account of MDE-superiority i n vestigations for imputation methods. When these imputed values are non-stochastic, the application of the least squares procedure for the estimation of regression coe cients generally yields biased and inconsistent estimators see, e.g., Toutenburg, Heumann, Fieger and Park (1995), who have examined the e ciency properties of such procedures with respect to the procedure that uses only the complete observations and provides unbiased estimators of regression coe cients.…”
Section: Introductionmentioning
confidence: 99%
“…e.g. Rao and Toutenburg, 1995, for the derivation of the weighted mixed regression estimator). As a generalization of the MFOR estimator^ from (2.10) we i n troduce a weight w, 0 w 1 and incorporate it in^ in the following manner^ wMFOR = ( X 0 c X c + w 2X0 X ) ;1 (X 0 c y c + w 2X0 y ) (2.11) This estimator is called the weighted MFOR estimator (wMFOR).…”
Section: Introductionmentioning
confidence: 99%