Book Review |
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| Authors: | G W Cran |
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| Institution: | Sub‐Department of Statistics and Operational Research , The Queen's University of Belfast , Belfast BT7 1NN, Northern Ireland |
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| Abstract: | A method of estimation of the coefficients of a linear regression model is described as invariant if the basic regression results obtained by the method are unaltered by a location/scale transformation of the data matrix. A necessary and sufficient condition for a method to be invariant is presented. Finally specific methods of estimation are examined for invariance. |
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