A Comparison Between Some Estimator Methods of Linear Regression Model With Auto-Correlated Errors With Application Data for the Wheat in Iraq

Authors

  • احمد ذياب احمد

DOI:

https://doi.org/10.33095/jeas.v21i86.897

Keywords:

الانحدار الخطي- الارتباط الذاتي- طريقة ثايل- طريقة المعدل غير الموزون- طريقة لابلاس., Linear Regression – Autocorrelation - Un Weighted Average Method - Theil Method - Laplace Method.

Abstract

This research a study model of linear regression problem of autocorrelation of random error is spread when a normal distribution as used in linear regression analysis for relationship between variables and through this relationship can predict the value of a variable with the values of other variables, and was comparing methods (method of least squares, method of the average un-weighted, Thiel method and Laplace method) using the mean square error (MSE) boxes and simulation and the study included fore sizes of samples (15, 30, 60, 100). The results showed that the least-squares method is best, applying the fore methods of buckwheat production data and the cultivated area of the provinces of Iraq for years (2010), (2011), (2012), (2013), (2014).

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Published

2015-12-01

Issue

Section

Statistical Researches

How to Cite

“A Comparison Between Some Estimator Methods of Linear Regression Model With Auto-Correlated Errors With Application Data for the Wheat in Iraq” (2015) Journal of Economics and Administrative Sciences, 21(86), p. 675. doi:10.33095/jeas.v21i86.897.

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