Linear Regression with Non-Normal Error Terms
نویسندگان
چکیده
JSTOR is a not-for-profit service that helps scholars, researchers, and students discover, use, and build upon a wide range of content in a trusted digital archive. We use information technology and tools to increase productivity and facilitate new forms of scholarship. For more information about JSTOR, please contact [email protected].. The MIT Press is collaborating with JSTOR to digitize, preserve and extend access to The Review of Economics and Statistics.
منابع مشابه
The Family of Scale-Mixture of Skew-Normal Distributions and Its Application in Bayesian Nonlinear Regression Models
In previous studies on fitting non-linear regression models with the symmetric structure the normality is usually assumed in the analysis of data. This choice may be inappropriate when the distribution of residual terms is asymmetric. Recently, the family of scale-mixture of skew-normal distributions is the main concern of many researchers. This family includes several skewed and heavy-tailed d...
متن کاملLinear regression, the normal distribution of error values or normal distribution of the dependent variable?
This article has no abstract.
متن کاملDiagnostic Measures in Ridge Regression Model with AR(1) Errors under the Stochastic Linear Restrictions
Outliers and influential observations have important effects on the regression analysis. The goal of this paper is to extend the mean-shift model for detecting outliers in case of ridge regression model in the presence of stochastic linear restrictions when the error terms follow by an autoregressive AR(1) process. Furthermore, extensions of measures for diagnosing influential observations are ...
متن کاملThe use of mixtures for dealing with non-normal regression errors
In many situations, the distribution of the error terms of a linear regression model departs signi4cantly from normality. It is shown, through a simulation study, that an e5ective strategy to deal with these situations is 4tting a regression model based on the assumption that the error terms follow a mixture of normal distributions. The main advantage, with respect to the usual approach based o...
متن کاملRobust Estimation of Multiple Regression Model with Non-normal Error: Symmetric Distribution
In this paper, we develop the modified maximum likelihood (MML) estimators for the multiple regression coefficients in linear model with the underlying distribution assumed to be symmetric, one of Student's t family. We obtain the closed form of the estimators and derive their asymptotic properties. In addition, we demonstrate that the MML estimators are more appropriate to estimate the paramet...
متن کاملDetermination of the linear and non-linear relationships between soil erodibility factor and effective parameters on it in a mountainous watershed with severe soil erosion
Soil erodibility factor is a criterion of soil particle resistance to detachment, transport, and effects of erosivity factors (rain drop, runoff, and wind) during the soil loss processes. In this study, non-linear support vector machines (SVMs) method was used for investigating the effects of some topography, soil physical and mechanical properties on soil erodibility in a part of Northern Karo...
متن کامل