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 ...

In a general normal regression model, this paper first derives the least upper bound (LUB) for the covariance matrix of a generalized least squares estimator (GLSE) relative to the covariance matrix ...

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.