Leave-out Estimation of Variance Components
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下载链接：
https://www.nber.org/papers/w26244
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资源简介：
We propose leave-out estimators of quadratic forms designed for the study of linear models with unrestricted heteroscedasticity. Applications include analysis of variance and tests of linear restrictions in models with many regressors. An approximation algorithm is provided that enables accurate
提供机构：
美国国家经济研究局
创建时间：
2019-09-01
