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Hildreth–Lu estimation : ウィキペディア英語版 | Hildreth–Lu estimation Hildreth–Lu estimation, named for Clifford Hildreth and John Y. Lu, is a method adjust a linear model to serial correlation in the error term. It is an iterative procedure related to the Cochrane–Orcutt estimation. The idea is to repeatedly apply least squares to: : for different values of between −1 and 1. From all these auxiliary regressions, one selects the one that yields the smallest residual sum of squares. == References ==
抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)』 ■ウィキペディアで「Hildreth–Lu estimation」の詳細全文を読む
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