International Statistical Review

Regression Analysis with a Stochastic Design Variable

Hakan S. Sazak,, Moti L. Tiku, and M. Qamarul Islam

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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.

Article information

Internat. Statist. Rev., Volume 74, Number 1 (2006), 77-88.

First available in Project Euclid: 29 March 2006

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Zentralblatt MATH identifier

Stochastic design Non-normality Modified likelihood Least squares Correlation coefficient Hypothesis testing


Sazak,, Hakan S.; Tiku, Moti L.; Qamarul Islam, M. Regression Analysis with a Stochastic Design Variable. Internat. Statist. Rev. 74 (2006), no. 1, 77--88.

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