Accession Number : ADA133482

Title :   Fitting a Multiple Regression Function.

Descriptive Note : Technical rept.,

Corporate Author : FLORIDA STATE UNIV TALLAHASSEE DEPT OF STATISTICS

Personal Author(s) : Ahmad,Ibrahim A ; Lin,Pi-Erh

PDF Url : ADA133482

Report Date : Dec 1982

Pagination or Media Count : 25

Abstract : A statistical problem which finds a wide range of applications is the estimation of a regression function. In this document an estimate is proposed when there are at least two independent regressors. This is not a direct generalization of the Priestley-Chao estimate. Also presented is a consistent estimate for the error variance. With the aid of the variance estimate, an asymptotic confidence interval can be constructed.

Descriptors :   *Regression analysis, *Fitting functions(Mathematics), Estimates, Random variables, Asymptotic normality, Probability density functions, Errors, Analysis of variance, Confidence limits, Consistency, Convergence

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE