Generalized Least-Squares Regressions IV: Theory and Classification Using Generalized Means

Authors

Nataniel Greene, CUNY Kingsborough Community CollegeFollow

Document Type

Article

Publication Date

9-2014

Abstract

The theory of generalized least-squares is reformulated here using the notion of generalized means. The generalized least-squares problem seeks a line which minimizes the average generalized mean of the square deviations in x and y. The notion of a generalized mean is equivalent to the generating function concept of the previous papers but allows for a more robust understanding and has an already existing literature. Generalized means are applied to the task of constructing more examples, simplifying the theory, and further classifying generalized least-squares regressions.

Comments

This work was originally published in Mathematics and Computers in Science and Industry.