A special case of generalized least squares called weighted least squares occurs when all the off-diagonal entries of Ω (the correlation matrix of the residuals) are null; the variances of the observations (along the covariance matrix diagonal) may still be unequal (heteroscedasticity).
-
Notifications
You must be signed in to change notification settings - Fork 0
aryanrzn/Heteroscedastic-Weighted-Least-Squares
This commit does not belong to any branch on this repository, and may belong to a fork outside of the repository.
Folders and files
Name | Name | Last commit message | Last commit date | |
---|---|---|---|---|
Repository files navigation
About
No description or website provided.
Topics
Resources
Stars
Watchers
Forks
Releases
No releases published