In regression models, the design variable has primarily been treated as a nonstochastic variable. In numerous situations, however, the design variable is stochastic. The estimation and hypothesis testing problems in such situations are considered. Real life examples are given.
Publié le : 2006-04-14
Classification:
Stochastic design,
Non-normality,
Modified likelihood,
Least squares,
Correlation coefficient,
Hypothesis testing
@article{1143654388,
author = {Sazak,, Hakan S. and Tiku, Moti L. and Qamarul Islam, M.},
title = {Regression Analysis with a Stochastic Design Variable},
journal = {Internat. Statist. Rev.},
volume = {74},
number = {1},
year = {2006},
pages = { 77-88},
language = {en},
url = {http://dml.mathdoc.fr/item/1143654388}
}
Sazak,, Hakan S.; Tiku, Moti L.; Qamarul Islam, M. Regression Analysis with a Stochastic Design Variable. Internat. Statist. Rev., Tome 74 (2006) no. 1, pp. 77-88. http://gdmltest.u-ga.fr/item/1143654388/