Eman Taha Hassan Mohammed <br/><br/>
Robust estimation in simultaneous equations model /  
 تقدير حصين فى نموذج المعادلات الآنية 
Eman Taha Hassan Mohammed ; Supervised Ahmed Hassen Youssef , Ahmed Amin Elsheikh 
 - Cairo :   Eman Taha Hassan Mohammed ,   2012 
 - 130Leaves :   charts ;   30cm 
<br/><br/>Thesis (M.Sc.) - Cairo University - Institute of Statistical Studies and Research - Department of Statistics and Econometrics 
<br/><br/> 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 
<br/><br/>
<br/><br/><label>Subjects--Index Terms: </label>Contaminated distributions  Diagnostic methods Robust estimator