MEAN SQUARE ERROR MATRIX OF AN APPROXIMATE LEAST SQUARES ESTIMATOR IN A NONLINEAR REGRESSION MODEL WITH CORRELATED ERRORS
F. STULAJTER
Abstract.
A nonlinear regression model with correlated, normally distributed errors is investigated. The bias and the mean square error matrix of the approximate least squares estimator of regression parameters are derived and their limit properties are studied.
AMS subject classification.
Keywords.
Nonlinear regression, appproximate least squares estimator, bias, mean square error matrix
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