Confidence regions based on inefficient estimators

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61989592%3A15310%2F09%3A00010115" target="_blank" >RIV/61989592:15310/09:00010115 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Result language
angličtina
Original language name
Confidence regions based on inefficient estimators
Original language description
We consider an unbiased estimator of a function of mean value parameters, which is not efficient. This inefficient estimator is correlated with a residual vector. Thus, if a unit dispersion is unknown, it is impossible to determine the correct confidenceregion for a function of mean value parameters via a standard estimator of an unknown dispersion with the exception of the case when the ordinary least squares (OLS) estimator is considered in a model with a special covariance structure such that the OLS and the generalized least squares (GLS) estimator are the same, that is the OLS estimator is efficient. Two different estimators of a unit dispersion independent of an inefficient estimator are derived in a singular linear statistical model. Their quality was verified by simulations for several types of experimental designs. Two new estimators of the unit dispersion were compared with the standard estimators based on the GLS and the OLS estimators of the function of the mean value para
Czech name
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Czech description
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Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
BA - General mathematics
OECD FORD branch
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Publication year
2009
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Name of the periodical
Statistics: A Journal of Theoretical and Applied Statistics
ISSN
0233-1888
e-ISSN
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Volume of the periodical
43
Issue of the periodical within the volume
3
Country of publishing house
GB - UNITED KINGDOM
Number of pages
11
Pages from-to
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UT code for WoS article
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EID of the result in the Scopus database
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