Abstract
There are various methods for estimation of regression coefficients in the linear regression model. The most commonly used is the method of least squares; it has the best performance if the errors have a normal probability distribution. If one should admit that the population may not be normal, then the LS estimates are less efficient than M- or L-estimators.
Going only part of the way is not the same as going the wrong way.
Jostein Gaarder: Sophie’s World
This is a preview of subscription content, log in via an institution to check access.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
Author information
Authors and Affiliations
Rights and permissions
Copyright information
© 2000 Springer Science+Business Media New York
About this chapter
Cite this chapter
Dodge, Y., Jureĉková, J. (2000). Regression Methods. In: Adaptive Regression. Springer, New York, NY. https://doi.org/10.1007/978-1-4419-8766-2_2
Download citation
DOI: https://doi.org/10.1007/978-1-4419-8766-2_2
Publisher Name: Springer, New York, NY
Print ISBN: 978-1-4612-6464-4
Online ISBN: 978-1-4419-8766-2
eBook Packages: Springer Book Archive