☰ Category

Linear Regression Models with Heteroscedastic Errors


Marketed By :  LAP LAMBERT Academic Publishing   Sold By :  Kamal Books International  
Delivery in :  10-12 Business Days


Check Your Delivery Options

Product Out of Stock Subscription

(Notify me when this product is back in stock)

Rs. 5,580

Availability: Out of stock

  • Product Description

In this some new estimation methods and testing procedures for the linear regression models with heteroscedastic disturbances. A Minimum Norm Quadratic Unbiased (MINQU) estimation method has been developed for estimating the unknown heteroscedastic error variances by using the weighted studentized residuals. A multiplicative heteroscedastic linear regression model has been specified and a method of estimating the parameters of linear regression model along with the in the heteroscedastic error variance has been given by using the predicted residuals. Three types of modified estimators have been proposed for the parameter of multiplicative heteroscedastic error variance by using internally studentized residuals.an adaptive method of estimation has been suggested to estimate the heteroscedastic error variances based on Bartlett’s test by using the internally studentized residuals. Besides these new estimation methods, the testing procedures for testing the equality between the regression coefficients in two/sets of linear regression models under heteroscedasticity have been suggested by using the studentized residuals.

Product Specifications
SKU :COC68029
AuthorK. Sreenivasulu,V.H. Bajaj and Balasiddamuni Pagadala
Number of Pages268
Publishing Year2013-08-08T00:00:00.000
Edition1 st
Book TypeStochastics
Country of ManufactureIndia
Product BrandLAP LAMBERT Academic Publishing
Product Packaging InfoBox
In The Box1 Piece
Product First Available On ClickOnCare.com2015-07-08 00:00:00
0 Review(s)