Updating linear models with dependent errors to include additional data and/or parameters

Author:

Haslett Stephen

Publisher

Elsevier BV

Subject

Discrete Mathematics and Combinatorics,Geometry and Topology,Numerical Analysis,Algebra and Number Theory

Reference22 articles.

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3. Techniques for testing the constancy of regression relationships over time;Brown;J. Roy Statist. Soc.,1975

4. Another look at some results on recursive estimation in the general linear model;Chib;Amer. Statistician,1987

5. The omission or addition of an independent variate in multiple linear regression;Cochran;J. Roy. Statist. Soc. Suppl.,1938

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1. Properties of BLUEs in full versus small linear models;Communications in Statistics - Theory and Methods;2022-03-29

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4. Effect of adding regressors on the equality of the BLUEs under two linear models;Journal of Statistical Planning and Inference;2010-01

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