Robust Regression with Continuous and Categorical Variables Having Heteroscedastic Non-Normal Errors
The performance of the classical Ordinary Least Squares (OLS) method can be very poor when the data set for which one often makes a normal assumption, has a heavy- tailed distribution which may arise as a result of outliers. The problem is further complicated when the variances of the error terms a...
محفوظ في:
المؤلف الرئيسي: | Majeed Al-Talib, Bashar Abdul Aziz |
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التنسيق: | أطروحة |
اللغة: | English English |
منشور في: |
2006
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الموضوعات: | |
الوصول للمادة أونلاين: | http://psasir.upm.edu.my/id/eprint/546/1/600391_fs_2006_52_abstrak_je__dh_pdf_.pdf |
الوسوم: |
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