Regression Analysis with Correlated Observations.

Abstract

The regression model Y = XB + e, with e equivalent to N(0, sigma squared), has been studied extensively. That is, the model in which the errors are independent and identically distributed as N(0, sigma squared) has been studied already. In this thesis the author studies the model in which the sample observations are correlated with a prescribed correlation structure and shows that many of the results available for the independent case apply equally well for the correlated samples. It is found that some results obtained here are not just the same as the case where the errors are independent and identically distributed as N(0, sigma squared).

Document Details

Document Type
Technical Report
Publication Date
Sep 01, 1975
Accession Number
ADA016445

Entities

People

  • Kyu Ryun Chung

Organizations

  • Naval Postgraduate School

Tags

DTIC Thesaurus Topics

  • Computing-Related Activities
  • Data Science
  • Information Science
  • Interdisciplinary Science
  • Least Squares Method
  • Mathematical Analysis
  • Mathematics
  • Observation
  • Regression Analysis
  • Statistical Analysis
  • Statistics

Readers

  • Approximation Theory.