Multiple linear regression model with stochastic design variables

Date

2010-01-01

Author

İslam, Muhammed Qamarul

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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.

Subject Keywords

Statistics, Probability and Uncertainty, Statistics and Probability

URI

https://hdl.handle.net/11511/42201

Journal

JOURNAL OF APPLIED STATISTICS

DOI

https://doi.org/10.1080/02664760902939612

Collections

Department of Statistics, Article

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Citation Formats

M. Q. İslam, “Multiple linear regression model with stochastic design variables,” JOURNAL OF APPLIED STATISTICS, pp. 923–943, 2010, Accessed: 00, 2020. [Online]. Available: https://hdl.handle.net/11511/42201.