Main aspects concerning hypothesis and estimators in univariate regression

Constantin Anghelache, Madalina-Gabriela Anghel, Aurel Diaconu, Georgiana Nita and Alexandru Badiu
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Constantin Anghelache: Academia de Studii Economice din Bucuresti/Universitatea „Artifex„ din Bucuresti
Madalina-Gabriela Anghel: Universitatea „Artifex„ din Bucuresti
Aurel Diaconu: Universitatea „Artifex„ din Bucuresti
Georgiana Nita: Academia de Studii Economice din Bucuresti
Alexandru Badiu: Academia de Studii Economice din Bucuresti

Romanian Statistical Review Supplement, 2016, vol. 64, issue 11, 158-169

Abstract: Using the concept of regression and specific models of linear regression we can study problems related to estimation and testing. We will mention some general concepts of linear regression. We will also take a statistical model where the sample size is the parameter, and the family of sampling distributions. Using Frisch and Waugh theory, that in 1933 showed that the regression of a non-oriented variable is the same as in the case of a variable additional to the basic regression, we will try to estimate a portion of the vector . In this sense, we’ll carry a proof of considering the regression model. Also, for the analysis of prediction we can consider the initial linear model.

Keywords: integrable function; conditional probability; orthogonal projection; exogenous variable; univariate regression (search for similar items in EconPapers)
Date: 2016
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Persistent link: https://EconPapers.repec.org/RePEc:rsr:supplm:v:64:y:2016:i:11:p:158-169

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