On a conjecture of Hoerl and Kennard on a property of least squares estimators of regression coefficients

Rao, P.S.S.N.V.P.; Precht, Manfred

doi:10.1016/0024-3795(85)90188-0

Cited by 2 publications

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“…Subramanyam (1972) and Rao and Precht (1985) proved the following result. Subramanyam (1972) and Rao and Precht (1985) proved the following result.…”

Section: A Characterization Of the Least Squares Estimatormentioning

confidence: 87%

Linear Models

1999

Springer Series in Statistics

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The book is based on several years of experience of both authors in teaching linear models at various levels. It gives an up-to-date account of the theory and applications of linear models. The book can be used as a text for courses in statistics at the graduate level and as an accompanying text for courses in other areas. Some of the highlights in this book are as follows.A relatively extensive chapter on matrix theory (Appendix A) provides the necessary tools for proving theorems discussed in the text and offers a selection of classical and modern algebraic results that are useful in research work in econometrics, engineering, and optimization theory. The matrix theory of the last ten years has produced a series of fundamental results about the definiteness of matrices, especially for the differences of matrices, which enable superiority comparisons of two biased estimates to be made for the first time.We have attempted to provide a unified theory of inference from linear models with minimal assumptions. Besides the usual least-squares theory, alternative methods of estimation and testing based on convex loss functions and general estimating equations are discussed. Special emphasis is given to sensitivity analysis and model selection.A special chapter is devoted to the analysis of categorical data based on logit, loglinear, and logistic regression models.The material covered, theoretical discussion, and a variety of practical applications will be useful not only to students but also to researchers and consultants in statistics.

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“…Subramanyam (1972) and Rao and Precht (1985) proved the following result. Subramanyam (1972) and Rao and Precht (1985) proved the following result.…”

Section: A Characterization Of the Least Squares Estimatormentioning

confidence: 87%