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Unequal Variances

  • Ashish Sen
  • Muni Srivastava
Chapter
Part of the Springer Texts in Statistics book series (STS)

Abstract

One of the great values of the Gauss-Markov theorem is that it provides conditions which, if they hold, assure us that least squares is a good procedure. These conditions can be checked and if we find that one or more of them are seriously violated, we can take action that will cause at least approximate compliance. This and the next few chapters will deal with various ways in which these G-M conditions can be violated and what we would then need to do.

Keywords

Ordinary Little Square House Price Unequal Variance Weighted Little Square Ordinary Little Square Model 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag New York Inc. 1990

Authors and Affiliations

  • Ashish Sen
    • 1
  • Muni Srivastava
    • 2
  1. 1.College of Architecture, Art, and Urban Planning School of Urban Planning and PolicyThe University of IllinoisChicagoUSA
  2. 2.Department of StatisticsUniversity of TorontoTorontoCanada

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