1980•BiometrikaRequires access
The Welch-James approximation to the distribution of the residual sum of squares in a weighted linear regression
Søren Johansen
Open publisher page 199 citations
Abstract
A general discussion is given of the approximate distribution of the residual sum of squares in a linear model in which a weighted analysis is made with weights estimated empirically as the reciprocals of variance estimates. Applications to testing hypotheses are made and various generalizations indicated. The initial results simplify those of James (1951, 1954).