IDEAS home Printed from https://ideas.repec.org/a/bla/stanee/v8y1954i1p21-45.html
   My bibliography  Save this article

De theoretische zijde van de methode der kleinste kwadraten

Author

Listed:
  • J. van Ijzeren

Abstract

The theoretical aspect of least squares. This article contains a slightly modified presentation of the Markoff theory of least squares as developed along different lines by Aitken and by David and Neyman. The modifications aim at a more complete treatment and a geometrical illustration of the connection between best linear estimates and generalized least squares. The unbiasedness of ordinary least squares estimates in the case of heteroscedastic and correlated errors is stressed and the loss of efficiency is shown to be generally small. Topics like orthogonalization, partial correlation and what is called “over‐correlation” are treated in passing. Matrices are constantly used, being the adequate tools in this matter. In the appendix a special relevant matrix theorem is derived, viz. a generalization of the well known Cauchy inequality.

Suggested Citation

  • J. van Ijzeren, 1954. "De theoretische zijde van de methode der kleinste kwadraten," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 8(1), pages 21-45, March.
    • Handle: RePEc:bla:stanee:v:8:y:1954:i:1:p:21-45
    DOI: 10.1111/j.1467-9574.1954.tb00438.x
    as

    Download full text from publisher

    File URL: https://doi.org/10.1111/j.1467-9574.1954.tb00438.x
    Download Restriction: no
    File URL: https://libkey.io/10.1111/j.1467-9574.1954.tb00438.x?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bla:stanee:v:8:y:1954:i:1:p:21-45. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley Content Delivery (email available below). General contact details of provider: http://www.blackwellpublishing.com/journal.asp?ref=0039-0402 .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.