Estimation of parameters in heteroscedastic multiple regression model using leverage based near-neighbors.

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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...

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Bibliographic Details
Main Authors:	Midi, Habshah, Rana, Sohel, Imon, A. H. M. R.
Format:	Article
Language:	English English
Published:	Asian Network for Scientific Information 2009
Online Access:	http://psasir.upm.edu.my/id/eprint/14572/ http://psasir.upm.edu.my/id/eprint/14572/1/Estimation%20of%20parameters%20in%20heteroscedastic%20multiple%20regression%20model%20using%20leverage%20based%20near.pdf

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