On identification methods of linear regression models
The aim of this paper is to discus the efficiency of the least squares and least absolute values estimation methods, in such situations, then the sample is with outliers, the variance of the residuals changes in the time and the residuals are correlated. A range of different modifications of these...
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| Format: | Article |
| Language: | English |
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Vilnius University Press
1999-12-01
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| Series: | Lietuvos Matematikos Rinkinys |
| Online Access: | https://www.zurnalai.vu.lt/LMR/article/view/35666 |
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| Summary: | The aim of this paper is to discus the efficiency of the least squares and least absolute values estimation methods, in such situations, then the sample is with outliers, the variance of the residuals changes in the time and the residuals are correlated. A range of different modifications of these methods in order to improve accuracy of the estimation is offend. All the discussed procedures are fulfilled in a PC by means of SAS (Statistical Analysis System).
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| ISSN: | 0132-2818 2335-898X |