Abstract
Drawing on a recent hearing before the Federal Energy Regulatory Commission, this article illustrates how two statisticians on opposing sides, using two different approaches to the problem, arrived at the same estimator. The differences between the two approaches are highlighted and a proof for the equivalence of the two estimators is given.
Original language | English (US) |
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Pages (from-to) | 150-152 |
Number of pages | 3 |
Journal | American Statistician |
Volume | 41 |
Issue number | 2 |
DOIs | |
State | Published - May 1987 |
Externally published | Yes |
Keywords
- Bartlett test
- Chow test
- Dummy variables
- Heteroscedasticity
- Seemingly unrelated regressions
- Wald test
ASJC Scopus subject areas
- Statistics and Probability
- General Mathematics
- Statistics, Probability and Uncertainty