Multiple linear regression model with stochastic design variables


Islam M. Q. , Tiku M. L.

JOURNAL OF APPLIED STATISTICS, cilt.37, ss.923-943, 2010 (SCI İndekslerine Giren Dergi) identifier identifier

  • Cilt numarası: 37 Konu: 6
  • Basım Tarihi: 2010
  • Doi Numarası: 10.1080/02664760902939612
  • Dergi Adı: JOURNAL OF APPLIED STATISTICS
  • Sayfa Sayıları: ss.923-943

Özet

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.