Regression Analysis with a Stochastic Design Variable

DOI10.1111/J.1751-5823.2006.TB00162.XMaRDI QIDQ5446542zbMATH OpenOpenAlexFDO

Authors

Publication date 6 March 2008

Published in International Statistical Review (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1751-5823.2006.tb00162.x

zbMATH Keywords

correlation coefficientleast squaresmodified likelihoodnon-normality

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Point estimation (62F10) General nonlinear regression (62J02) Linear regression; mixed models (62J05)

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Cites work

• A new method of estimation for location and scale parameters
• Estimation and hypothesis testing for a nonnormal bivariate distribution with applications
• Evaluation of the maximum-likelihood estimator where the likelihood equation has multiple roots
• scientific article; zbMATH DE number 3969890 (Why is no real title available?)
• scientific article; zbMATH DE number 3680932 (Why is no real title available?)
• scientific article; zbMATH DE number 50707 (Why is no real title available?)
• Logistic and Nonlogistic Density Functions in Binary Regression with Nonstochastic Covariates
• Modified maximum likelihood method for the robust estimation of system parameters from very noisy data
• On estimating the scale parameter of the Rayleigh distribution from doubly censored samples
• The Asymptotics of Maximum Likelihood and Related Estimators Based on Type II Censored Data
• THE FREQUENCY DISTRIBUTION OF THE PRODUCT-MOMENT CORRELATION COEFFICIENT IN RANDOM SAMPLES OF ANY SIZE DRAWN FROM NON-NORMAL UNIVERSES

Cited in

(16)

• Estimation in bivariate nonnormal distributions with stochastic variance functions
• The modified maximum likelihood estimators for the parameters of the regression model under bivariate median ranked set sampling
• Estimation in multivariate nonnormal distributions with stochastic variance function
• A note on the paper by Ahmed Hossain and Andrew R. Willan
• Binary Regression with Stochastic Covariates
• Robust Estimation and Hypothesis Testing of Linear Contrasts in Analysis of Covariance with Stochastic Covariates
• The modified maximum likelihood regression type estimators using bivariate ranked set sampling
• Multiple linear regression model with stochastic design variables
• Inference in multivariate linear regression models with elliptically distributed errors
• Stochastic analysis of covariance when the error distribution is long-tailed symmetric
• Application in stochastic volatility models of nonlinear regression with stochastic design
• Mahalanobis distance under non-normality
• scientific article; zbMATH DE number 2215763 (Why is no real title available?)
• Comparison of the robust methods in the general linear regression model
• Intercept-only model under non-normality
• Exploring ANCOVA models with bimodal error structures

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