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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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BibTeX
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.