Regression analysis with a dtochastic design variable

Sazak H., Tiku M., Islam M.

INTERNATIONAL STATISTICAL REVIEW, vol.74, no.1, pp.77-88, 2006 (Journal Indexed in SCI) identifier identifier

  • Publication Type: Article / Article
  • Volume: 74 Issue: 1
  • Publication Date: 2006
  • Doi Number: 10.1111/j.1751-5823.2006.tb00162.x
  • Title of Journal : INTERNATIONAL STATISTICAL REVIEW
  • Page Numbers: pp.77-88
  • Keywords: stochastic design, non-normality, modified likelihood, least squares, correlation coefficient, hypothesis testing, MAXIMUM-LIKELIHOOD, NONNORMAL REGRESSION

Abstract

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.