FEASIBLE GENERALIZED LEAST SQUARE (FGLS) METHOD TO ESTIMATE THE PARAMETERS IN THE MULTIPLE LINEAR REGRESSION MODEL WITH AUTOCORRELATED ERRORS
An important assumption in the multiple linear regression model is uncorrelated errors. Offences againts the assumption; called auto-correlated errors, makes the estimator of Ordinary Least Square (OLS) is not Best Linear Unbiased Estimators (BLUE) because it does not have minimum variance among the...
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| Format: | Theses |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/20328 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |
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