Estimation of parameters in heteroscedastic multiple regression model using leverage based near-neighbors.
In this study, we propose a Leverage Based Near-Neighbor (LBNN) method where prior information on the structure of the heteroscedastic error is not required. In the proposed LBNN method, weights are determined not from the near-neighbor values of the explanatory variables, but from their correspondi...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English English |
| Published: |
Asian Network for Scientific Information
2009
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| Online Access: | http://psasir.upm.edu.my/id/eprint/14572/1/Estimation%20of%20parameters%20in%20heteroscedastic%20multiple%20regression%20model%20using%20leverage%20based%20near.pdf |