Regression analysis with a dtochastic design variable


Sazak H., Tiku M., Islam M.

INTERNATIONAL STATISTICAL REVIEW, cilt.74, sa.1, ss.77-88, 2006 (SCI-Expanded) identifier identifier

  • Yayın Türü: Makale / Tam Makale
  • Cilt numarası: 74 Sayı: 1
  • Basım Tarihi: 2006
  • Doi Numarası: 10.1111/j.1751-5823.2006.tb00162.x
  • Dergi Adı: INTERNATIONAL STATISTICAL REVIEW
  • Derginin Tarandığı İndeksler: Science Citation Index Expanded (SCI-EXPANDED), Scopus
  • Sayfa Sayıları: ss.77-88
  • Anahtar Kelimeler: stochastic design, non-normality, modified likelihood, least squares, correlation coefficient, hypothesis testing, MAXIMUM-LIKELIHOOD, NONNORMAL REGRESSION
  • Orta Doğu Teknik Üniversitesi Adresli: Hayır

Özet

In regression models, the design variable has primarily been treated as a nonstochastic variable. In numerous situations, however, the design variable is stochastic. The estimation and hypothesis testing problems in such situations are considered. Real life examples are given.