We derive exact finite-sample expressions for the biases and risks of several common pretest estimators of the scale parameter in the linear regression model. These ...

In order to evaluate the statistical properties of the variance components method implemented in SOLAR and GENEHUNTER2, the type I error rate, power and estimated ...

There are several approaches to dealing with heteroscedasticity. If the error variance at different times is known, weighted regression is a good method. If, as is ...

To investigate the magnitude and relative contribution of different sources of measurement errors present in the estimation of food intake via the 24-h recall technique. We applied variance ...

Will Kenton is an expert on the economy and investing laws and regulations. He previously held senior editorial roles at Investopedia and Kapitall Wire and holds a MA in Economics from The New School ...