Browsing by Subject "linear regression"
Now showing items 1-3 of 3
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Estimating the error variance in regression after a preliminary test of restrictions on the coefficients
(1987)Maximum-likelihood estimation of the variance of the disturbances in a linear regression is considered in the context of exact linear restrictions on the coefficient vector. The exact risk function for the associated ... -
Event Detection Using Linear Regression and Historical Weather Data
(2015-04-23)The Research Triangle Institute (“RTI”) seeks to minimize water consumption by automating the process of detecting water and energy over- and under-consumption events associated with cooling systems. The Central Utility ... -
Preliminary-Test Estimation of the Error Variance in Linear Regression
(1987-08)We derive exact finite-sample expressions for the biases and risks of several common pretest estimators of the scale parameter in the linear regression model. These estimators are associated with least squares, maximum likelihood ...
