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http://krishi.icar.gov.in/jspui/handle/123456789/42663| Title: | A Bootstrap study of variance estimation under heteroscedasticity using Genetic algorithm |
| Other Titles: | Not Available |
| Authors: | Himadri Ghosh M. A. Iquebal Prajneshu |
| ICAR Data Use Licennce: | http://krishi.icar.gov.in/PDF/ICAR_Data_Use_Licence.pdf |
| Author's Affiliated institute: | ICAR::Indian Agricultural Statistics Research Institute |
| Published/ Complete Date: | 2008-03-01 |
| Project Code: | Not Available |
| Keywords: | Linear regression model Least squares estimators Heteroscedasticity Real-coded genetic algorithm Bootstrap methods Total relative bias Total root mean square error |
| Publisher: | Grace Scientific Publishing |
| Citation: | Not Available |
| Series/Report no.: | Not Available; |
| Abstract/Description: | The conventional ordinary least squares (OLS) variance-covariance matrix estimator for a linear regression model under heteroscedastic errors is biased and inconsistent. Accordingly, several estimators have so far been proposed by various researchers. However, none of these perform well under the finite-sample situation. In this paper, the powerful optimization technique of Genetic algorithm (GA) is used to modify these estimators. Properties of these newly developed estimators are thoroughly studied by Monte Carlo method for various sample sizes. It is shown that GA-versions of the estimators are superior to corresponding non-GA versions as there are significant reductions in the Total relative bias as well as Total root mean square error. |
| Description: | Not Available |
| ISSN: | Not Available |
| Type(s) of content: | Article |
| Sponsors: | Not Available |
| Language: | English |
| Name of Journal: | Journal of Statistical Theory and Practice |
| NAAS Rating: | 5.95 |
| Volume No.: | 2(1) |
| Page Number: | 55-69 |
| Name of the Division/Regional Station: | Not Available |
| Source, DOI or any other URL: | https://doi.org/10.1080/15598608.2008.10411860 |
| URI: | http://krishi.icar.gov.in/jspui/handle/123456789/42663 |
| Appears in Collections: | AEdu-IASRI-Publication |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| A-Bootstrap-Study-of-Variance-Estimation-under-Heteroscedasticity-Using-Genetic-Algorithm.pdf | 210.83 kB | Adobe PDF | View/Open |
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