Open AccessA Comparison between Maximum Likelihood and Generalized Least Squares in a Heteroscedastic Linear Model
Author(s) -
Raymond J. Carroll,
David Ruppert
Publication year - 1982
Publication title -
carolina digital repository (university of north carolina at chapel hill)
Language(s) - English
DOI - 10.17615/vgs5-wf10
Subject(s) - heteroscedasticity , maximum likelihood , mathematics , statistics , generalized least squares , least squares function approximation , generalized linear model , linear model , econometrics , estimator