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Linear Regression Models with Heteroscedastic Errors: Inferential Aspects of Heteroscedastic Errors - Softcover

Sreenivasulu, K.; Bajaj, V.H.; Pagadala, Balasiddamuni

 
9783659389726: Linear Regression Models with Heteroscedastic Errors: Inferential Aspects of Heteroscedastic Errors
Softcover
ISBN 10: 3659389722 ISBN 13: 9783659389726
Verlag: LAP LAMBERT Academic Publishing, 2013

Inhaltsangabe

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.

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Über die Autorin bzw. den Autor

He is working as senior lecturer in statistics inPadmavathi Women's Degree and PG College, Tirupati,A.P.,INDIA.He has 13 Years of Teaching Experience.She ha published 3 papers in National/InternationalJournals and 7 Research Papers were presented atnational/International Seminars/Conferences.

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Verlag
LAP LAMBERT Academic Publishing
Erscheinungsdatum
2013
Sprache
Englisch
ISBN 10 
3659389722
ISBN 13 
9783659389726
Einband
Taschenbuch
Anzahl der Seiten
268
Kontakt zum Hersteller
Nicht verfügbar
Verantwortliche Person
LAP Lambert Academic Publishing
customerservice@vdm-vsg.de

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Riga
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