Robustness Test of the Two Stage K-L Estimator in Models with Multicollinear Regressors and Autocorrelated Error Term
Zubair Mohammed Anono & Adenomon Monday Osagie · Asian Journal of Probability and Statistics · 2021
In a classical multiple linear regression analysis, multicollinearity and autocorrelation are two main basic assumption violation problems. When multicollinearity exists, biased estimation techniques such as Maximum Likelihood, Restricted Maximum Likelihood and most recent the K-...
Open access
Research Article
10.9734/ajpas/2021/v14i330330