On Maritz' estimates of regression coefficients : extensions, asymptotic distribution and hypothesis testing

A study by Theil proposed an estimator for B with the two-parameter modely = a + B xi + Ei, i = 1, 2, . . . , n, where the errors Ei are symmetrically distributed around zero. Maritz (1979) followed Theil's (1950) argument and came up with an estimator for a in the same model. It is found that...

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Main Author: Macalalag, Emmanuel B.
Format: text
Language:English
Published: Animo Repository 1988
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Online Access:https://animorepository.dlsu.edu.ph/etd_masteral/1221
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Institution: De La Salle University
Language: English
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spelling oai:animorepository.dlsu.edu.ph:etd_masteral-80592021-01-05T03:25:47Z On Maritz' estimates of regression coefficients : extensions, asymptotic distribution and hypothesis testing Macalalag, Emmanuel B. A study by Theil proposed an estimator for B with the two-parameter modely = a + B xi + Ei, i = 1, 2, . . . , n, where the errors Ei are symmetrically distributed around zero. Maritz (1979) followed Theil's (1950) argument and came up with an estimator for a in the same model. It is found that the estimators proposed by Theil and Maritz were simple to computer. This paper mainly investigates some of the desirable properties of the Maritz' estimates and extends them to the estimation of B in the multiparameter. 1988-01-01T08:00:00Z text https://animorepository.dlsu.edu.ph/etd_masteral/1221 Master's Theses English Animo Repository Regression analysis
institution De La Salle University
building De La Salle University Library
continent Asia
country Philippines
Philippines
content_provider De La Salle University Library
collection DLSU Institutional Repository
language English
topic Regression analysis
spellingShingle Regression analysis
Macalalag, Emmanuel B.
On Maritz' estimates of regression coefficients : extensions, asymptotic distribution and hypothesis testing
description A study by Theil proposed an estimator for B with the two-parameter modely = a + B xi + Ei, i = 1, 2, . . . , n, where the errors Ei are symmetrically distributed around zero. Maritz (1979) followed Theil's (1950) argument and came up with an estimator for a in the same model. It is found that the estimators proposed by Theil and Maritz were simple to computer. This paper mainly investigates some of the desirable properties of the Maritz' estimates and extends them to the estimation of B in the multiparameter.
format text
author Macalalag, Emmanuel B.
author_facet Macalalag, Emmanuel B.
author_sort Macalalag, Emmanuel B.
title On Maritz' estimates of regression coefficients : extensions, asymptotic distribution and hypothesis testing
title_short On Maritz' estimates of regression coefficients : extensions, asymptotic distribution and hypothesis testing
title_full On Maritz' estimates of regression coefficients : extensions, asymptotic distribution and hypothesis testing
title_fullStr On Maritz' estimates of regression coefficients : extensions, asymptotic distribution and hypothesis testing
title_full_unstemmed On Maritz' estimates of regression coefficients : extensions, asymptotic distribution and hypothesis testing
title_sort on maritz' estimates of regression coefficients : extensions, asymptotic distribution and hypothesis testing
publisher Animo Repository
publishDate 1988
url https://animorepository.dlsu.edu.ph/etd_masteral/1221
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