Standard errors resilient to error variance misspecification
BiometrikaPublished 1 January 1988
C. A. Glasbey
Citations21
SJR quartileQ1
SJR score3.60
SNIP2.67
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Abstract
SUMMARY For parameter estimators in linear models, variance estimates are proposed which are positive-semidefinite quadratic forms like the conventional ones but are less dependent on assumptions about error variance. Examples are given of their use in spatial analyses of field trials and analyses of series of trials.
Keywords
Economics, Econometrics and FinanceEnvironmental Science
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