Models of the Second Kind in Regression Analysis

Summary Regression models of the first and second kind are distinguished by the absence or presence, respectively, of variable regression coefficients. A characteristic of a model of the second kind is its heteroscedasticity. The problems of estimation in a general regression model of the second kind are discussed briefly. A more detailed examination is given of the properties of various estimators of the coefficients in the overall regression and scedastic curves for the linear model of the second kind. Models appropriate to replicated and unreplicated data are treated separately.