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Transformation and Weighting in Regression.
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1990
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Econometric ModelScaling AnalysisEngineeringFeature ScalingRobust StatisticEstimation StatisticVariance FunctionsBusinessEconometricsApplied EconometricsTransform-both-sides MethodologyRegression AnalysisStatistical InferenceEstimation TheoryStatisticsFinanceLeast SquaresRegression
The paper reviews generalized least squares, heteroscedasticity analysis, variance function estimation, and the integration of transformations and weighting, highlighting influence, robustness, technical aspects, and remaining open problems. The study introduces the Transform‑Both‑Sides methodology for regression analysis. The article contains an introduction, references, and an index.
Introduction. Generalized Least Squares and the Analysis of Heteroscedasticity. Estimation and Inference for Variance Functions. The Transform-Both-Sides Methodology. Combining Transformations and Weighting. Influence and Robustness. Technical Complements. Some Open Problems. References. Index.