Grouping Estimators on Heteroscedastic Data
- 1 March 1968
- journal article
- Published by JSTOR in Journal of the American Statistical Association
- Vol. 63 (321) , 182
- https://doi.org/10.2307/2283839
Abstract
This paper gives numerical comparisons of the efficiency of Ordinary Least Squares (OLS) and Grouping Estimators in simple linear regression. The disturbances are assumed to have unequal variances, and an assumption is made about the form of this heteroscedasticity. It is shown that for some types of heteroscedasticity a Grouping Estimator can be more efficient than Ordinary Least Squares.This publication has 0 references indexed in Scilit: