The performance of robust estimator on linear regression model having both continuous and categorical variables with heteroscedastic errors

The ordinary least squares (OLS) technique is often used in practice to estimate the parameters of a multiple linear regression model with both continuous and categorical variables. It has been the most popular technique due to its optimal properties and ease of computation. Nevertheless, in the pr...

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Detalles Bibliográficos
Main Authors: Midi, Habshah, A. Talib, Bashar
Formato: Artigo
Idioma:English
Publicado: Universiti Putra Malaysia Press 2008
Acceso en liña:http://psasir.upm.edu.my/id/eprint/12578/1/2.__habshah.pdf