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Main aspects concerning hypothesis and estimators in univariate regression

Author

Listed:
  • 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)

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.

Suggested Citation

  • Constantin ANGHELACHE & Madalina-Gabriela ANGHEL & Aurel DIACONU & Georgiana NITA & Alexandru BADIU, 2016. "Main aspects concerning hypothesis and estimators in univariate regression," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 64(11), pages 158-169, November.
    • Handle: RePEc:rsr:supplm:v:64:y:2016:i:11:p:158-169
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