Regression Analysis with a Stochastic Design Variable

In regression models, the design variable has primarily been treated as a nonstochastic variable. In numerous situations, however, the design variable is stochastic. The estimation and hypothesis testing problems in such situations are considered. Real life examples are given. /// Dans les modèles d...

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Bibliographic Details
Published in:International statistical review 2006-04, Vol.74 (1), p.77-88
Main Authors: Sazak, Hakan S., Tiku, Moti L., Islam, M. Qamarul
Format: Article
Language:English
Subjects:
Applications
Approximation
Correlation coefficient
Design analysis
Estimators
Exact sciences and technology
Experimental design
Hypothesis testing
Least squares
Linear inference, regression
Logistics
Mathematics
Maximum likelihood estimation
Maximum likelihood estimators
Modified likelihood
Non-normality
Probability and statistics
Probability theory and stochastic processes
Regression analysis
Sciences and techniques of general use
Statistical discrepancies
Statistical variance
Statistics
Stochastic analysis
Stochastic design
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Summary:In regression models, the design variable has primarily been treated as a nonstochastic variable. In numerous situations, however, the design variable is stochastic. The estimation and hypothesis testing problems in such situations are considered. Real life examples are given. /// Dans les modèles de régression, la variable de design a d'abord été traitée comme une variable non stochastique. Mais, dans beaucoup de cas, la variable de design est stochastique. Nous étudions l'estimation et les problèmes de tests d'hypothèse dans de telles situations. Nous donnons des exemples dans la vie réelle.
ISSN:0306-7734
1751-5823
DOI:10.1111/j.1751-5823.2006.tb00162.x