Generalized Minimum Perpendicular Distance Square Method of Estimation

• 作者: Forhad Hossain M. M. H. Chowdhury Morshed Alam Rezaul Karim
• 来源期刊: 应用数学(英文)
• 学科: 数学
• 关键词: HETEROSCEDASTICITY Ordinary Least SQUARE METHOD Minimum PERPENDICULAR DISTANCE SQUARE METHOD GENERALIZED Least SQUARE METHOD
• 年，卷（期）: 2012,（12）
• 页码范围: 1945-1949
• 页数: 5页
• 分类号: O1

摘要

In case of heteroscedasticity, a Generalized Minimum Perpendicular Distance Square (GMPDS) method has been suggested instead of traditionally used Generalized Least Square (GLS) method to fit a regression line, with an aim to get a better fitted regression line, so that the estimated line will be closest one to the observed points. Mathematical form of the estimator for the parameters has been presented. A logical argument behind the relationship between the slopes of the lines and has been placed.