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A note on the correlation betweenS 2 and the least squares estimator in the linear regression model

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An Erratum to this article was published on 01 December 1994

Abstract

In the following we consider the correlation betweenS 2 and the least squares estimator in the linear regression model. We are interested in situations where these two statistics are uncorrelated though the errors are correlated. Conditions are developed without normality assumption, only assuming finite fourth moments of the error distributions.

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References

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Authors and Affiliations

  1. Department of Statistics, University of Dortmund, 44221, Dortmund, Germany

    H. Knautz & G. Trenkler

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  1. H. Knautz
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  2. G. Trenkler
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Additional information

Support by Deutsche Forschungsgemeinschaft Grant No. Tr 253/1-2 is gratefully acknowledged.

An erratum to this article is available at http://dx.doi.org/10.1007/BF02926398.

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Knautz, H., Trenkler, G. A note on the correlation betweenS 2 and the least squares estimator in the linear regression model. Statistical Papers 34, 237–246 (1993). https://doi.org/10.1007/BF02925544

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  • DOI: https://doi.org/10.1007/BF02925544

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