|
|||||
|
|
Estimation efficiency of grouped and censored observation schemes for a generalised regression model |
|
| Authors: | David H Young Saad T Bakir |
| Institution: | 1. Department of Mathematicsand Statistics , Brunei University , Uxbridge, Middlesex, UB8 3PH, UK;2. Department of Statistics , Irbid, Jordan |
| Abstract: | A multiple regression model is considered in which the density of the response variable is a member of a very wide family which includes many well-known distributions. Schemes of observation in which the response observations are grouped or type 1 right censored are examined. Results on the asymptotic variance efficiencies of the maximum likelihood estimators of the regression coefficients and standard deviation of the error distribution are presented for the two schemes. |
| Keywords: | multiple regression type 1 censoring grouped response observations maximum likelihood estimation variance efficiency |