The article considers the efficiency of ordinary least squares (OLS) coefficient estimates relative to generalized least squares (GLS) in a linear regression model where the disturbances follow a ...
Sankhyā: The Indian Journal of Statistics, Series B (1960-2002), Vol. 34, No. 4 (Dec., 1972), pp. 395-404 (10 pages) This paper contains a method of determining the distribution function of the ...
Linear models, generalized linear models, and nonlinear models are examples of parametric regression models because we know the function that describes the relationship between the response and ...