Estimation of the parameters of the simple linear regression model in the presence of the problem of heterogeneity of variance of errors using some strong methods
DOI:
https://doi.org/10.31272/jae.i134.1209Keywords:
simple linear regression, heterogeneity of variance, estimation method (S),, estimation method (MPV).Abstract
The homogeneity of the variance of the limits of the random error of the regression model is one of the basic assumptions for obtaining estimates of least squares of the model coefficients, which are characterized as the best unbiased linear estimate, but this assumption may be unfulfilled in some practical applications, which calls for the use of alternative methods that provide us with relevant estimates. Efficient characteristics. Among those methods are the two immune estimation methods S and MPV, as these two methods were used to estimate the coefficients of the simple linear regression model in the presence of the problem of heterogeneity of variance of random errors, and based on real data representing consumer spending and the average per capita national income, a comparison was made between the estimates of the two methods. The results indicated that the (MPV) method was better than the (S) estimation method, based on the mean of squared error (MSE) criterion.
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