## Abstract Consider the two linear regression models of __Y__~__ij__~ on __X__~__ij__~, namely __Y__~__ij__~ = Ξ²~__io__~ + Ξ²~__ij__~, __X__~__ij__~ + __E__~__ij__~ = 1, 2,β¦, __n__~__i__~, __i__ = 1, 2, where __E__~__ij__~ are assumed to be normally distributed with zero mean and common unknown var
Estimation of a Conditional Mean in a Linear Regression Model
β Scribed by Dinesh S. Bhoj; Mohammad Ahsanullah
- Publisher
- John Wiley and Sons
- Year
- 1993
- Tongue
- English
- Weight
- 393 KB
- Volume
- 35
- Category
- Article
- ISSN
- 0323-3847
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
Conditions for superiority of the minimum dispersion estimator over another with respect to the covariance matrix are derived when the vector parameter of a regression model is subject to competing stochastic restrictions. The restrictions may also consist both of a deterministic part and a stochast
This paper presents a fully parametric empirical Bayes approach for the analysis of count data, with emphasis on its application to environmental toxicity data. A hierarchical structure for the mean response is developed from a generalized linear model, based on a Poisson distribution. The linear pr