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1. Articles from April 2005
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(4) K. Takezawa, July 2018
A document of "Third variance" and "Predictive estimator" can be uploaded at third_variance_e.pdf.

(3) K. Takezawa, April 2018
The existence of "Third Variance" is shown in the figure below. The value of the vertical axis (mean of expected log-likelihood) is maximized when the value of the horizontal axis is around 4. This result indicates that the value of the denominator of the equation for calculating the estimate of variance should be roughly (n-4) instead of (n-1) (i.e., unbiased variance). If you carry out the R program, you will realized it easily.

Analytical derivaton of "Third variance" is shown in the paper:
Takezawa, K. (2012): "A Revision of AIC for Normal Error Models," Open Journal of Statistics, Vol. 2 No. 3, 2012, pp. 309-312.

(2) K. Takezawa, October 2013
"Learning Regression Analysis by Simulation (Springer)" is now on sale.

(1) K. Takezawa, February 2013
"Learning Regression Analysis by Simulation"(Kunio Takezawa, Springer Verlag, 2013) will be on sale.

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