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Details for Philosophy of mathematical modelling and the least weighted squares
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NamePhilosophy of mathematical modelling and the least weighted squares
Description Jan Ámos Víšek The present paper continues in considerations started in Víšek (2000 b) and (2002 c) and focus mainly on a discussion of the underlying philosophy of regression, or even more generally, on the philosophy of modelling. An example of wrong estimation of regression model in the case when we neglect heteroscedasticity is given. The paradigm of point estimation inspired by robust estimating regression model is recalled together with the proposal of the Least Weighted Squares (LWS). Their properties together with some report of results and early-expected results concludes the paper.
FilenamePhilosophy_03.pdf
Filesize234.49 kB
Filetypepdf (Mime Type: application/pdf)
Created On: 07/17/2008 13:23
Hits32 Hits
Last updated on 07/30/2008 09:20

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