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异方差回归模型的拟合AI 解读

In heteroscedastic regression models assumptions about the error distribution determine the method of consistent estimation of parameters. For example, consider the case where the model specifies the regression and dispersion functions for the data but robustness is of concern and one wishes to use least absolute error regressions. Except in certain special circumstances, parameter estimates obtained in this way are inconsistent. In this article we expand the heteroscedastic…

异方差回归模型的拟合AI 解读

In heteroscedastic regression models assumptions about the error distribution determine the method of consistent estimation of parameters. For example, consider the case where the model specifies the regression and dispersion functions for the data but robustness is of concern and one wishes to use least absolute error regressions. Except in certain special circumstances, parameter estimates obtained in this way are inconsistent. In this article we expand the heteroscedastic…