Biased Estimation Methods with Autocorrelation using Simulation: Problem of Multicoolinearity and Autocorrelation - Tapa blanda

Eledum, Hussein

 
9783844324761: Biased Estimation Methods with Autocorrelation using Simulation: Problem of Multicoolinearity and Autocorrelation
Tapa blanda
ISBN 10: 3844324763 ISBN 13: 9783844324761
Editorial: LAP LAMBERT Academic Publishing, 2011

Sinopsis

The ordinary Least Squares method is considered as one of the most important way of estimating the parameters of the general linear model because of it's ease and simplicity and because of rationality of the results obtained when the specific assumptions are achieved regarding the general linear model . One of these assumptions is that the value of the error term in time is independent on its own preceding value or values E(Ut Ut-s) = 0 s ?0 if this assumption does not hold then we have problem of autocorrelation . The other assumption is that the explanatory variables in the model are orthogonal [R(x) = p+1 < n ] if this assumption does not hold then we have problem of multicollinearity. In this book we will try to discuss these two problems simultaneously.

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Reseña del editor

The ordinary Least Squares method is considered as one of the most important way of estimating the parameters of the general linear model because of it's ease and simplicity and because of rationality of the results obtained when the specific assumptions are achieved regarding the general linear model . One of these assumptions is that the value of the error term in time is independent on its own preceding value or values E(Ut Ut-s) = 0 s ≠0 if this assumption does not hold then we have problem of autocorrelation . The other assumption is that the explanatory variables in the model are orthogonal [R(x) = p+1 < n ] if this assumption does not hold then we have problem of multicollinearity. In this book we will try to discuss these two problems simultaneously.

Biografía del autor

Date of Birth: Jan 1, 1969 Nationality: Sudan Current position: Assistant Professor Assistant Professor, Department of Mathematics-Faculty of Science- Taibah University. (April 2010 - Present). Assistant Professor, Department of Statistics and Computer - Faculty of Science ?Shendi University (Aug. 2005 - March. 2010).

"Sobre este título" puede pertenecer a otra edición de este libro.

Editorial
LAP LAMBERT Academic Publishing
Año de publicación
2011
Idioma
Inglés
ISBN 10 
3844324763
ISBN 13 
9783844324761
Encuadernación
Tapa blanda
Número de páginas
200
Contacto del fabricante
no disponible
Persona responsable
no disponible