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Unbiasedness of Iterated Aitken Estimators |
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| Authors: | U L Gouranga Rao |
| Abstract: | The iterated Aitken estimator of the parameter vector of the general linear model is shown to be unbiased on the assumption that the errors underlying the model follow a symmetric probability law with mean zero. |
| Keywords: | General linear model Iterated Aitken estimator Symmetric probability law |