Multiple linear regression model with stochastic design variables

Islam, M. QamarulTiku, Moti L.2016-06-132016-06-132010Islam, M.Q., Tiku, M.L. (2010). Multiple linear regression model with stochastic design variables. Journal of Applied Statistics, 37(6), 923-943. http://dx.doi.org/10.1080/026647609029396120266-4763http://hdl.handle.net/20.500.12416/1086In 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 giveneninfo:eu-repo/semantics/closedAccessCorrelation CoefficientLeast SquaresLinear RegressionModified Maximum LikelihoodMultivariate DistributionsNon-NormalityRandom DesignMultiple linear regression model with stochastic design variablesMultiple Linear Regression Model With Stochastic Design VariablesArticle37692394310.1080/02664760902939612