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.
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© 1990 Springer-Verlag New York Inc.
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Sen, A., Srivastava, M. (1990). Unequal Variances. In: Regression Analysis. Springer Texts in Statistics. Springer, New York, NY. https://doi.org/10.1007/978-1-4612-4470-7_6
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DOI: https://doi.org/10.1007/978-1-4612-4470-7_6
Publisher Name: Springer, New York, NY
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Online ISBN: 978-1-4612-4470-7
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