Biased Estimation Methods with Autocorrelation using Simulation: Problem of Multicoolinearity and Autocorrelation - Couverture souple

Eledum, Hussein

 
9783844324761: Biased Estimation Methods with Autocorrelation using Simulation: Problem of Multicoolinearity and Autocorrelation
Couverture souple
ISBN 10 : 3844324763 ISBN 13 : 9783844324761
Editeur : LAP LAMBERT Academic Publishing, 2011

Synopsis

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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Présentation de l'éditeur

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.

Biographie de l'auteur

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).

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
LAP LAMBERT Academic Publishing
Date d'édition
2011
Langue
anglais
ISBN 10 
3844324763
ISBN 13 
9783844324761
Reliure
Broché
Nombre de pages
200
Coordonnées du fabricant
non disponible
Personne responsable
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