Multiple linear regression model with stochastic design variables


Islam M. Q. , Tiku M. L.

JOURNAL OF APPLIED STATISTICS, vol.37, no.6, pp.923-943, 2010 (Journal Indexed in SCI) identifier identifier

  • Publication Type: Article / Article
  • Volume: 37 Issue: 6
  • Publication Date: 2010
  • Doi Number: 10.1080/02664760902939612
  • Title of Journal : JOURNAL OF APPLIED STATISTICS
  • Page Numbers: pp.923-943

Abstract

In a simple multiple linear regression model, the design variables have traditionally been assumed to be non-stochastic. In numerous real-life situations, however, they are stochastic and non-normal. Estimators of parameters applicable to such situations are developed. It is shown that these estimators are efficient and robust. A real-life example is given.