Comparison Between Ordinary Method and Robust Method to Estimate the Parameters of the Univariate Mixed Model with Low Order

Authors

• Abdul Majeed Hamza Al-Nasser, Department of Statistics, College of Administration and Economics, University of Baghdad, Iraq
• Safaa Younus Saffawi, Colleg of Computer Sciences and Mathematics, University of Mosul, Mosul, Iraq

Abstract

A condense study was done to compare between the ordinary estimators. In particular the maximum likelihood estimator and the robust estimator, to estimate the parameters of the mixed model of order one, namely ARMA(1,1) model. Simulation study was done for a varieties the model. using: small, moderate and large sample sizes, were some new results were obtained. MAPE was used as a statistical criterion for comparison.

DOI

10.33095/jeas.v13i47.1184

Subject Area

Statistical

First Page

265

Last Page

283

Recommended Citation

Al-Nasser, A. H., & Saffawi, S. Y. (2007). Comparison Between Ordinary Method and Robust Method to Estimate the Parameters of the Univariate Mixed Model with Low Order. Journal of Economics and Administrative Sciences, 13(47), 265-283. https://doi.org/10.33095/jeas.v13i47.1184