Estimation for the linear model y = Xβ + e with unknown diagonal covariance matrix G is considered. The diagonal elements of G are assumed to be known functions of the explanatory variables X and an ...

Hiroshi Kurata, Takeaki Kariya, Least Upper Bound for the Covariance Matrix of a Generalized Least Squares Estimator in Regression with Applications to a Seemingly Unrelated Regression Model and a ...

The least-squares criterion is a method of measuring the accuracy of a line in depicting the data that was used to generate it. That is, the formula determines the line of best fit.