Generalized Minimum Perpendicular Distance Square Method of Estimation

Rezaul Karim; Morshed Alam; M. M. H. Chowdhury; Forhad Hossain

doi:10.4236/am.2012.312266

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Applied Mathematics > Vol.3 No.12, December 2012

Generalized Minimum Perpendicular Distance Square Method of Estimation ()

Rezaul Karim, Morshed Alam, M. M. H. Chowdhury, Forhad Hossain

Department of Statistics, Jahangirnagar University, Savar, Bangladesh.

DOI: 10.4236/am.2012.312266 PDF HTML XML 5,187 Downloads 7,143 Views

Abstract

In case of heteroscedasticity, a Generalized Minimum Perpendicular Distance Square (GMPDS) method has been suggested instead of traditionally used Generalized Least Square (GLS) method to fit a regression line, with an aim to get a better fitted regression line, so that the estimated line will be closest one to the observed points. Mathematical form of the estimator for the parameters has been presented. A logical argument behind the relationship between the slopes of the lines and has been placed.

Keywords

Heteroscedasticity; Ordinary Least Square Method; Minimum Perpendicular Distance Square Method; Generalized Least Square Method

Share and Cite:

R. Karim, M. Alam, M. Chowdhury and F. Hossain, "Generalized Minimum Perpendicular Distance Square Method of Estimation," Applied Mathematics, Vol. 3 No. 12, 2012, pp. 1945-1949. doi: 10.4236/am.2012.312266.

Conflicts of Interest

The authors declare no conflicts of interest.

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