IDEAS home Printed from https://ideas.repec.org/a/bla/scjsta/v31y2004i3p469-486.html
   My bibliography  Save this article

Mean‐Based Iterative Procedures in Linear Models with General Errors and Grouped Data

Author

Listed:
  • Carlos Rivero
  • Teófilo Valdés

Abstract

. We present in this paper iterative estimation procedures, using conditional expectations, to fit linear models when the distributions of the errors are general and the dependent data stem from a finite number of sources, either grouped or non‐grouped with different classification criteria. We propose an initial procedure that is inspired by the expectation‐maximization (EM) algorithm, although it does not agree with it. The proposed procedure avoids the nested iteration, which implicitly appears in the initial procedure and also in the EM algorithm. The stochastic asymptotic properties of the corresponding estimators are analysed.

Suggested Citation

  • Carlos Rivero & Teófilo Valdés, 2004. "Mean‐Based Iterative Procedures in Linear Models with General Errors and Grouped Data," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 31(3), pages 469-486, September.
  • Handle: RePEc:bla:scjsta:v:31:y:2004:i:3:p:469-486
    DOI: 10.1111/j.1467-9469.2004.01_108.x
    as

    Download full text from publisher

    File URL: https://doi.org/10.1111/j.1467-9469.2004.01_108.x
    Download Restriction: no

    File URL: https://libkey.io/10.1111/j.1467-9469.2004.01_108.x?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Peter Bickel & Bo Li & Alexandre Tsybakov & Sara Geer & Bin Yu & Teófilo Valdés & Carlos Rivero & Jianqing Fan & Aad Vaart, 2006. "Regularization in statistics," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 15(2), pages 271-344, September.
    2. Rivero, Carlos & Valdes, Teofilo, 2008. "An algorithm for robust linear estimation with grouped data," Computational Statistics & Data Analysis, Elsevier, vol. 53(2), pages 255-271, December.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bla:scjsta:v:31:y:2004:i:3:p:469-486. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley Content Delivery (email available below). General contact details of provider: http://www.blackwellpublishing.com/journal.asp?ref=0303-6898 .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.