Fitting a Multiple Regression Function.
Abstract
A statistical problem which finds a wide range of applications is the estimation of a regression function. In this document an estimate is proposed when there are at least two independent regressors. This is not a direct generalization of the Priestley-Chao estimate. Also presented is a consistent estimate for the error variance. With the aid of the variance estimate, an asymptotic confidence interval can be constructed.
Document Details
- Document Type
- Technical Report
- Publication Date
- Dec 01, 1982
- Accession Number
- ADA133482
Entities
People
- Ibrahim A. Ahmad
- Pi-erh Lin
Organizations
- Florida State University