Year: 2013
Author: Song Zhang, Dehui Wang
Communications in Mathematical Research , Vol. 29 (2013), Iss. 3 : pp. 271–279
Abstract
In this paper, we propose a log-normal linear model whose errors are first-order correlated, and suggest a two-stage method for the efficient estimation of the conditional mean of the response variable at the original scale. We obtain two estimators which minimize the asymptotic mean squared error (MM) and the asymptotic bias (MB), respectively. Both the estimators are very easy to implement, and simulation studies show that they are perform better.
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Journal Article Details
Publisher Name: Global Science Press
Language: English
DOI: https://doi.org/2013-CMR-19010
Communications in Mathematical Research , Vol. 29 (2013), Iss. 3 : pp. 271–279
Published online: 2013-01
AMS Subject Headings: Global Science Press
Copyright: COPYRIGHT: © Global Science Press
Pages: 9
Keywords: log-normal first-order correlated maximum likelihood two-stage estimation mean squared error.