ResearchBib Share Your Research, Maximize Your Social Impacts
Sign for Notice Everyday Sign up >> Login

A Minimum Quadratic Unbiased Estimation Minque Of Parameters In A Linear Regression Model With Sperical Disturbances

Journal: International Journal of Scientific & Technology Research (Vol.2, No. 5)

Publication Date:

Authors : ; ; ; ; ; ;

Page : 135-138

Keywords : Index terms Heteroscedasticity; Homoscedastic; Minimum Quadratic Unbiased Estimation MINQUE;

Source : Downloadexternal Find it from : Google Scholarexternal


Abstract- The present study considered the familiar Gauss-Markov linear model Y X 2661538 2661646 in which the error vector 2661646 has a zero mean vector and a covariance matrix 2661542 a diagonal matrix whose ith element is the variance of ith observation Yi. Rao 1970 has suggested that the MINQUE theory for the vector of these heteroscedastic variances. In the present work it has been assumed that the variance of error term will be a linear combination of certain independent variables i.e. 2661537. Under this assumption the heteroscedastic variances and the parameters of the linear model have hence been estimated by using MINQUE theory.

Last modified: 2013-08-10 23:35:11