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| Titel: |
Effects of non-normality and mild heteroscedasticity on estimators in regression |
| Auteur: |
Birch, Jeffrey B. Binkley, Doris A. |
| Verschenen in: |
Communications in statistics |
| Paginering: | Jaargang 12 (1983) nr. 3 pagina's 331-354 |
| Jaar: |
1983 |
| Inhoud: |
Several estimators are examined for the simple linear regression model under a controlled, experimental situation with multiple observations at each design point. The model is examined under normal and non-normal error distributions and mild heterogeneity of variances across the chosen design points. We consider the ordinary, generalized, and estimated generalized least squares estimators and several examples of M estimators. The asymptotic properties of the M estimator using the Huber ψ are presented under these conditions for the multiple regression model. A simulation study is also presented which indicates that the M estimator possesses strong robustness properties under the presence of both non-normality and mild heteroscedasticity o£ errors. Finally, the M estimates are compared to the least squares estimates in two examples. |
| Uitgever: |
Taylor & Francis |
| Bronbestand: |
Elektronische Wetenschappelijke Tijdschriften |
Details van artikel 5 van 9 gevonden artikelen
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