How does (FGLS estimation method i autocorrelation and heteroskedasticity analysis in remediation?
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The Full Generalized Least Squares (FGLS) estimation method is used to analyze autocorrelation and heteroskedasticity in the context of remediation. FGLS is applied to estimate the parameters of a Markov random field model for subsurface contamination by volatile organic compounds . This approach conditions the organic phase saturation on the heterogeneous permeability of the domain and uses a Newton-type method for parameter estimation . The FGLS method is also used in the presence of heteroskedasticity to obtain correct inference results for linear regression models . By accounting for conditional heteroskedasticity and serial correlation, FGLS estimation provides more accurate covariance matrix estimates for regression disturbances and cross products of instruments .
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3 Citations | The provided paper does not discuss the FGLS estimation method or its application in autocorrelation and heteroskedasticity analysis. |
11 Citations | The provided paper does not discuss the FGLS estimation method or its application in autocorrelation and heteroskedasticity analysis in remediation. |
26 Jul 2015 1 Citations | The provided paper does not mention the FGLS estimation method, autocorrelation, or heteroskedasticity analysis in the context of remediation. |
| The provided paper does not discuss the FGLS estimation method or its application in remediation. | |
| The provided paper discusses the violation of the assumption of equal variances in the LS-method due to heteroscedasticity. It does not specifically mention the FGLS estimation method or its application in remediation. |
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