REGRESSION METHODOLOGY WITH GROSS OBSERVATION ERRORS IN THE EXPLANATORY VARIABLES***
作者:
H. David Brecht,
期刊:
Decision Sciences
(WILEY Available online 1976)
卷期:
Volume 7,
issue 1
页码: 57-65
ISSN:0011-7315
年代: 1976
DOI:10.1111/j.1540-5915.1976.tb00657.x
出版商: Blackwell Publishing Ltd
数据来源: WILEY
摘要:
ABSTRACTThe robustness of linear programming regression estimators is examined where the disturbance terms are normally distributed and there are observation errors in the explanatory variables. These errors are occasional gross biases between one set of observations and another. The simulation of short series data offers preliminary evidence that when these biases have a non‐zero mean, MSAE estimation is more robust than least square
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