Hildreth–Lu estimation
id:
hildreth-lu-estimation-200-18310693
title:
Hildreth–Lu estimation
text:
Hildreth–Lu estimation, named for Clifford Hildreth and John Y. Lu, is a method for adjusting a linear model in response to the presence of serial correlation in the error term. It is an iterative procedure related to the Cochrane–Orcutt estimation. The idea is to repeatedly apply ordinary least squares to for different values of ρ between −1 and 1. From all these auxiliary regressions, one selects the pair (α, β) that yields the smallest residual sum of squares.
brand slug:
wiki
category slug:
encyclopedia
description:
original url:
https://en.wikipedia.org/wiki/Hildreth%E2%80%93Lu_estimation
date created:
date modified:
2022-03-02T13:28:47Z
main entity:
{"identifier":"Q25303692","url":"https://www.wikidata.org/entity/Q25303692"}
image:
fields total:
13
integrity:
13