日本統計学会誌
Online ISSN : 2189-1478
Print ISSN : 0389-5602
ISSN-L : 0389-5602
A NOTE ON A LINEAR STRUCTURAL RELATIONSHIP WITH REPLICATION
Yoshiko Isogawa
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ジャーナル フリー

1985 年 15 巻 1 号 p. 71-74

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抄録
For a bivariate linear structural relationship, where the replicated observations are available and the errors are correlated, several slope estimators; generalized leastsquares (GLS) estimator and variance components (VC) estimators, are compared by their asymptotic variances. We have a conclusion that the GLS estimator is asymptotically efficient relative to the VC estimators.
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© Japan Statistical Society
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