Comparison of methods to estimate a multiple linear regression model when the error is distributed Platykurtic

  • Zainab Kareem Lateef, Ahmed Dheyab Ahmed
Keywords: Regression, Multiple Linear Regression, Kurtosis, Platykurtic Distribution, Modified Maximum Likelihood Method, Bootstrap Method, Simulation.

Abstract

In this paper, we used three methods (Maximum Likelihood Method, Modified Maximum Likelihood Method, Bootstrap Method) to estimate the parameters of the multiple linear regression model when the random error is distributed (Platykurtic distribution) and the results show that the modified maximum likelihood method is the best after comparing between the methods by Using mean square error for the model and the parameters and four sample sizes (20,60,100,200) and by simulation.

Published
2021-10-02
How to Cite
Ahmed Dheyab Ahmed, Z. K. L. (2021). Comparison of methods to estimate a multiple linear regression model when the error is distributed Platykurtic. Design Engineering, 944-962. Retrieved from http://www.thedesignengineering.com/index.php/DE/article/view/4983
Section
Articles