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Robust estimation in simultaneous equations model / Eman Taha Hassan Mohammed ; Supervised Ahmed Hassen Youssef , Ahmed Amin Elsheikh

By: Contributor(s): Material type: TextTextLanguage: English Publication details: Cairo : Eman Taha Hassan Mohammed , 2012Description: 130Leaves : charts ; 30cmOther title:
  • تقدير حصين فى نموذج المعادلات الآنية [Added title page title]
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  • Issued also as CD
Dissertation note: Thesis (M.Sc.) - Cairo University - Institute of Statistical Studies and Research - Department of Statistics and Econometrics Summary: Optimization of LS estimator requires the normality of error distribution , where there are no outliers in dependent variable . Dropping this assumption affects the LS estimator . LS estimator is influenced by outliers , which usually associate with non normal distributions for errors whether heavy tail , asymmetric distrbution , or contaminated distribution . Outliers and influential points especially attract or pull LS estimator towards them , such that LS estimator efficiency decreases and becomes more bias
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Thesis Thesis قاعة الرسائل الجامعية - الدور الاول المكتبة المركزبة الجديدة - جامعة القاهرة Cai01.18.04.M.Sc.2012.Em.R (Browse shelf(Opens below)) Not for loan 01010110059384000
CD - Rom CD - Rom مخـــزن الرســائل الجـــامعية - البدروم المكتبة المركزبة الجديدة - جامعة القاهرة Cai01.18.04.M.Sc.2012.Em.R (Browse shelf(Opens below)) 59384.CD Not for loan 01020110059384000

Thesis (M.Sc.) - Cairo University - Institute of Statistical Studies and Research - Department of Statistics and Econometrics

Optimization of LS estimator requires the normality of error distribution , where there are no outliers in dependent variable . Dropping this assumption affects the LS estimator . LS estimator is influenced by outliers , which usually associate with non normal distributions for errors whether heavy tail , asymmetric distrbution , or contaminated distribution . Outliers and influential points especially attract or pull LS estimator towards them , such that LS estimator efficiency decreases and becomes more bias

Issued also as CD

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