On Maritz' estimates of regression coefficients : extensions, asymptotic distribution and hypothesis testing
Date of Publication
1988
Document Type
Master's Thesis
Degree Name
Master of Science in Mathematics
College
College of Science
Department/Unit
Mathematics and Statistics
Thesis Adviser
Roberto Padua
Defense Panel Chair
Severino Diesto
Defense Panel Member
Aurora Trance
Cesar Rufino
Abstract/Summary
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.
Abstract Format
html
Language
English
Format
Accession Number
TG01644
Shelf Location
Archives, The Learning Commons, 12F Henry Sy Sr. Hall
Physical Description
89 p., 28 cm.
Keywords
Regression analysis
Recommended Citation
Macalalag, E. B. (1988). On Maritz' estimates of regression coefficients : extensions, asymptotic distribution and hypothesis testing. Retrieved from https://animorepository.dlsu.edu.ph/etd_masteral/1221
