TERMIUM Plus®

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REGRESSION ESTIMATOR [3 records]

Record 1 2000-06-27

English

Subject field(s)
  • Statistics
CONT

In this context, unbiased estimators are seen to be equally dubious. These estimators have the property that their estimates converge towards the "true" value when the number of observations, N, increases. But what does now happen when there is no true value, and the model underlying the estimator is wrong. "Biased" estimators such as ridge regression, PCR, and PLS are, in addition, giving estimates with smaller variance, i. e. better precision and accuracy, than the "unbiased" estimator for a given N.

French

Domaine(s)
  • Statistique
OBS

Proposition du service de traduction de Statistique Canada.

Spanish

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Record 2 2000-06-20

English

Subject field(s)
  • Statistics
CONT

The seminal Generalised Least Squares contribution, together with the first matrix formulation of the Linear Regression Model appeared in Aitken, s paper, "On Least Squares and Linear Combinations of Observations", Proceedings of the Royal Society of Edinburgh, 1935, vol. 55, pp. 42-48. In this paper we find the well-known extension of the Gauss-Markhov Theorem to the case where the regression error vector has a non-scalar covariance matrix-the Aitken estimator is "Best Linear Unbiased".

French

Domaine(s)
  • Statistique

Spanish

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Record 3 1999-08-23

English

Subject field(s)
  • System Names
  • Probability (Statistics)
  • Statistical Methods
OBS

Statistics Canada.

OBS

"The Generalized Estimation System provides a modern approach to domain estimation in sample surveys. It is based on the generalized regression(GREG) estimator, which uses auxiliary information to improve the quality of survey estimates. "

French

Domaine(s)
  • Noms de systèmes
  • Probabilités (Statistique)
  • Méthodes statistiques

Spanish

Save record 3

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