Multiple Linear Regression Model Under Nonnormality
| dc.contributor.author | Islam, MQ | |
| dc.contributor.author | Tiku, ML | |
| dc.contributor.other | 01. Çankaya Üniversitesi | |
| dc.date.accessioned | 2021-12-14T10:39:11Z | |
| dc.date.accessioned | 2025-09-18T15:43:48Z | |
| dc.date.available | 2021-12-14T10:39:11Z | |
| dc.date.available | 2025-09-18T15:43:48Z | |
| dc.date.issued | 2004 | |
| dc.description.abstract | We consider multiple linear regression models under nonnormality. We derive modified maximum likelihood estimators (MMLEs) of the parameters and show that they are efficient and robust. We show that the least squares esimators are considerably less efficient. We compare the efficiencies of the MMLEs and the M estimators for symmetric distributions and show that, for plausible alternatives to an assumed distribution, the former are more efficient. We provide real-life examples. | en_US |
| dc.description.publishedMonth | 10 | |
| dc.identifier.citation | Islam, M. Q.; Tiku, M. L. (2004). "Multiple linear regression model under nonnormality", Communications in Statistics-Theory and Methods, Vol. 33, No. 10, pp. 2443-2467 | en_US |
| dc.identifier.doi | 10.1081/STA-200031519 | |
| dc.identifier.issn | 0361-0926 | |
| dc.identifier.issn | 1532-415X | |
| dc.identifier.scopus | 2-s2.0-9944238858 | |
| dc.identifier.uri | https://doi.org/10.1081/STA-200031519 | |
| dc.identifier.uri | https://hdl.handle.net/20.500.12416/14051 | |
| dc.language.iso | en | en_US |
| dc.publisher | Taylor & Francis inc | en_US |
| dc.rights | info:eu-repo/semantics/closedAccess | en_US |
| dc.subject | Multiple Linear Regression | en_US |
| dc.subject | Modified Likelihood | en_US |
| dc.subject | Robustness | en_US |
| dc.subject | Outliers | en_US |
| dc.subject | M Estimators | en_US |
| dc.subject | Least Squares | en_US |
| dc.subject | Nonnormality | en_US |
| dc.subject | Hypothesis Testing | en_US |
| dc.title | Multiple Linear Regression Model Under Nonnormality | en_US |
| dc.title | Multiple linear regression model under nonnormality | tr_TR |
| dc.type | Article | en_US |
| dspace.entity.type | Publication | |
| gdc.author.institutional | Islam, M.Qamarul | |
| gdc.author.scopusid | 55547120879 | |
| gdc.author.scopusid | 7005739359 | |
| gdc.description.department | Çankaya University | en_US |
| gdc.description.departmenttemp | Cankaya Univ, Dept Econ, TR-06530 Ankara, Turkey; Middle E Tech Univ, Dept Stat, TR-06531 Ankara, Turkey; McMaster Univ, Hamilton, ON L8S 4L8, Canada | en_US |
| gdc.description.endpage | 2467 | en_US |
| gdc.description.issue | 10 | en_US |
| gdc.description.publicationcategory | Makale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanı | en_US |
| gdc.description.scopusquality | Q2 | |
| gdc.description.startpage | 2443 | en_US |
| gdc.description.volume | 33 | en_US |
| gdc.description.woscitationindex | Science Citation Index Expanded | |
| gdc.description.wosquality | Q4 | |
| gdc.identifier.openalex | W1966193234 | |
| gdc.identifier.wos | WOS:000225384500011 | |
| gdc.openalex.fwci | 1.78033128 | |
| gdc.openalex.normalizedpercentile | 0.85 | |
| gdc.opencitations.count | 48 | |
| gdc.plumx.crossrefcites | 30 | |
| gdc.plumx.mendeley | 27 | |
| gdc.plumx.scopuscites | 64 | |
| gdc.scopus.citedcount | 64 | |
| gdc.wos.citedcount | 61 | |
| relation.isAuthorOfPublication | 5aa299c8-3d70-498f-8e3b-ec8423f212d2 | |
| relation.isAuthorOfPublication.latestForDiscovery | 5aa299c8-3d70-498f-8e3b-ec8423f212d2 | |
| relation.isOrgUnitOfPublication | 0b9123e4-4136-493b-9ffd-be856af2cdb1 | |
| relation.isOrgUnitOfPublication.latestForDiscovery | 0b9123e4-4136-493b-9ffd-be856af2cdb1 |