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april 2006 Regression Analysis with a Stochastic Design Variable
Hakan S. Sazak,, Moti L. Tiku, M. Qamarul Islam
Internat. Statist. Rev. 74(1): 77-88 (april 2006).

Abstract

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.

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Hakan S. Sazak,. Moti L. Tiku. M. Qamarul Islam. "Regression Analysis with a Stochastic Design Variable." Internat. Statist. Rev. 74 (1) 77 - 88, april 2006.

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Published: april 2006
First available in Project Euclid: 29 March 2006

zbMATH: 1131.62060

Keywords: correlation coefficient , Hypothesis testing , least squares , Modified likelihood , non-normality , stochastic design

Rights: Copyright © 2006 International Statistical Institute

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Vol.74 • No. 1 • april 2006
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