Multiple linear regression model with stochastic design variables
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.
Volume (Year): 37 (2010)
Issue (Month): 6 ()
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