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Estimation of Standardized Regression Coefficients

โœ Scribed by Lawrence S. Mayer and Mary Sue Younger


Book ID
125215467
Publisher
American Statistical Association
Year
1976
Tongue
English
Weight
732 KB
Volume
71
Category
Article
ISSN
0162-1459

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For the regression model \(y_{i}=x_{i}^{\prime} \xi+e_{i}, 1 \leqslant i \leqslant n\), with i.i.d. residuals \(\left\{e_{i}\right\}\), we introduce the estimator of \(\xi\) which zeros the weighted \(U\)-statistic \(\sum \sum q_{i j} K\left(\hat{e}_{i}, \hat{e}_{j}\right)\), where \(q_{i j}\) is a