scholarly journals Robustness of the best linear unbiased estimator and predictor in linear regression models

1990 ◽  
Vol 35 (2) ◽  
pp. 162-168
Author(s):  
František Štulajter
Keyword(s):  
Linear Regression ◽  
Unbiased Estimator ◽  
Regression Models ◽  
Best Linear Unbiased Estimator ◽  
Linear Regression Models ◽  
Best Linear Unbiased

ESTIMATIONS AND OPTIMAL DESIGNS FOR TWO-DIMENSIONAL HAAR-WAVELET REGRESSION MODELS

2009 ◽  
Vol 07 (03) ◽  
pp. 281-297 ◽  
Author(s):  
YONGGE TIAN
Keyword(s):  
Unbiased Estimator ◽  
Regression Models ◽  
Haar Wavelet ◽  
Experimental Designs ◽  
Optimal Designs ◽  
Best Linear Unbiased Estimator ◽  
Two Dimensional ◽  
Unknown Parameters ◽  
Wavelet Regression ◽  
Best Linear Unbiased

Estimations and optimal experimental designs for two-dimensional Haar-wavelet regression models are discussed. It is shown that the eigenvalues of the covariance matrix of the best linear unbiased estimator of the unknown parameters in a two-dimensional linear Haar-wavelet model can be represented in closed form. Some common discrete optimal designs for the model are constructed analytically from the eigenvalues. Some equivalences among these optimal designs are also given, and an example is demonstrated.

Prediction in Two­Equation Linear Regression Models

2005 ◽  
Vol 57 (3-4) ◽  
pp. 195-208
Author(s):  
Amitava Dey ◽  
V. K. Sharma ◽  
Himadri Ghosh
Keyword(s):  
Time Series ◽  
Linear Regression ◽  
Linear Regression Model ◽  
Regression Models ◽  
Time Series Data ◽  
Generalized Least Squares ◽  
Series Data ◽  
Linear Regression Models ◽  
Error Terms ◽  
Best Linear Unbiased

In regression models using time series data, the errors are generally correlated. The sample residuals contain useful information for predicting post­sample observations. This information, which is generally ignored, has been exploited here in deriving the best linear unbiased predictors in a 2­equation linear regression model. The gain in efficiency of the proposed predictors over the usual generalized least ­ squares predictors has been obtained and the particular case when error terms in the two equations follow AR(l) process has also been disscussed.

scholarly journals Some remarks on a pair of seemingly unrelated regression models

2019 ◽  
Vol 17 (1) ◽  
pp. 979-989 ◽  
Author(s):  
Jian Hou ◽  
Yong Zhao
Keyword(s):  
Linear Regression ◽  
Regression Models ◽  
Sufficient Conditions ◽  
Seemingly Unrelated Regression ◽  
Regression Equations ◽  
Linear Regression Models ◽  
Unknown Parameters ◽  
Unrelated Regression ◽  
Best Linear Unbiased ◽  
Best Linear Unbiased Estimators

Abstract Linear regression models are foundation of current statistical theory and have been a prominent object of study in statistical data analysis and inference. A special class of linear regression models is called the seemingly unrelated regression models (SURMs) which allow correlated observations between different regression equations. In this article, we present a general approach to SURMs under some general assumptions, including establishing closed-form expressions of the best linear unbiased predictors (BLUPs) and the best linear unbiased estimators (BLUEs) of all unknown parameters in the models, establishing necessary and sufficient conditions for a family of equalities of the predictors and estimators under the single models and the combined model to hold. Some fundamental and valuable properties of the BLUPs and BLUEs under the SURM are also presented.

FAKTOR DETERMINAN PENYALURAN KREDIT BANK PERSERO

2018 ◽  
Vol 23 (1) ◽  
pp. 60-71
Author(s):  
Wigiyanti Masodah
Keyword(s):  
Interest Rate ◽  
Linear Regression ◽  
Interest Rates ◽  
Regression Models ◽  
Linear Regression Models ◽  
Negative Impacts ◽  
Main Activity ◽  
The Impact ◽  
The Given ◽  
Multiple Linear Regression Models

Offering credit is the main activity of a Bank. There are some considerations when a bank offers credit, that includes Interest Rates, Inflation, and NPL. This study aims to find out the impact of Variable Interest Rates, Inflation variables and NPL variables on credit disbursed. The object in this study is state-owned banks. The method of analysis in this study uses multiple linear regression models. The results of the study have shown that Interest Rates and NPL gave some negative impacts on the given credit. Meanwhile, Inflation variable does not have a significant effect on credit given. Keywords: Interest Rate, Inflation, NPL, offered Credit.

Linear Regression Models for Interval-Valued Data using Log-transformation

2020 ◽  
Author(s):  
Nykolas Mayko Maia Barbosa ◽  
João Paulo Pordeus Gomes ◽  
César Lincoln Cavalcante Mattos ◽  
Diêgo Farias Oliveira
Keyword(s):  
Linear Regression ◽  
Regression Models ◽  
Linear Regression Models ◽  
Log Transformation ◽  
Interval Valued

THE PREDICTIVE CONTENT OF DISAGGREGATED NORMAL INCOME: An Empirical Study in the JSX

2003 ◽  
Vol 5 (3) ◽  
pp. 363 ◽  
Author(s):  
Slamet Sugiri
Keyword(s):  
Linear Regression ◽  
Regression Models ◽  
Stock Exchange ◽  
Manufacturing Firms ◽  
Single Step ◽  
Model Parameters ◽  
Linear Regression Models ◽  
Operating Income ◽  
Predictive Content ◽  
Multiple Step

The main objective of this study is to examine a hypothesis that the predictive content of normal income disaggregated into operating income and nonoperating income outperforms that of aggregated normal income in predicting future cash flow. To test the hypothesis, linear regression models are developed. The model parameters are estimated based on fifty-five manufacturing firms listed in the Jakarta Stock Exchange (JSX) up to the end of 1997.This study finds that empirical evidence supports the hypothesis. This evidence supports arguments that, in reporting income from continuing operations, multiple-step approach is preferred to single-step one.

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