Abstract
In this chapter, we consider point estimation of the parameters ß ∈ ℝP and σ2 ∈ (0, ∞) in the linear regression model
We will focus our attention to the ordinary least squares estimator
and the least squares variance estimator
both estimators being unbiased for ß and σ2, respectively.
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© 2003 Springer-Verlag Berlin Heidelberg
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Groß, J. (2003). The Linear Regression Model. In: Linear Regression. Lecture Notes in Statistics, vol 175. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-55864-1_2
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DOI: https://doi.org/10.1007/978-3-642-55864-1_2
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-40178-0
Online ISBN: 978-3-642-55864-1
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