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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| _version_ | 1825197178579058688 |
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| author | Romualdas Salėtis |
| author_facet | Romualdas Salėtis |
| author_sort | Romualdas Salėtis |
| collection | DOAJ |
| description |
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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| format | Article |
| id | doaj-art-886335debb724f148bdd48edbdca8d97 |
| institution | Kabale University |
| issn | 0132-2818 2335-898X |
| language | English |
| publishDate | 1999-12-01 |
| publisher | Vilnius University Press |
| record_format | Article |
| series | Lietuvos Matematikos Rinkinys |
| spelling | doaj-art-886335debb724f148bdd48edbdca8d972025-02-11T18:15:15ZengVilnius University PressLietuvos Matematikos Rinkinys0132-28182335-898X1999-12-0139III10.15388/LMD.1999.35666On identification methods of linear regression modelsRomualdas Salėtis0Vilnius Gediminas Technical University 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). https://www.zurnalai.vu.lt/LMR/article/view/35666 |
| spellingShingle | Romualdas Salėtis On identification methods of linear regression models Lietuvos Matematikos Rinkinys |
| title | On identification methods of linear regression models |
| title_full | On identification methods of linear regression models |
| title_fullStr | On identification methods of linear regression models |
| title_full_unstemmed | On identification methods of linear regression models |
| title_short | On identification methods of linear regression models |
| title_sort | on identification methods of linear regression models |
| url | https://www.zurnalai.vu.lt/LMR/article/view/35666 |
| work_keys_str_mv | AT romualdassaletis onidentificationmethodsoflinearregressionmodels |