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http://hdl.handle.net/11718/3460| Title: | Distribution of DLS estimators of coefficients and disturbance term in a general regression model |
| Authors: | Misra, P. N. |
| Issue Date: | 28-May-1972 |
| Citation: | Sankhyā: The Indian Journal of Statistics, Series B (1960-2002), Vol. 34 (4) (Dec.,1972), 395-404 |
| Abstract: | paper contains a method of determining the distribution function of the d:s turbance term in a general linear regression model. For this purpose, we derive first four unbiased moments of the disturbance term and then use them to obtain the distribution empirically. Further, we provide distributions of lea*t squares estimators without making any assumption regarding the form of tlie probability law followed by the disturbance term. |
| URI: | http://hdl.handle.net/11718/3460 |
| Appears in Collections: | Journal Articles |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| DistributionofOLSEstimators.pdf Restricted Access | 1.13 MB | Adobe PDF | View/Open Request a copy |
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