Using Bayes weights to remedy the heterogeneity problem of random error variance in linear models | ||
IRAQI JOURNAL OF STATISTICAL SCIENCES | ||
Article 8, Volume 17, Issue 32, Autumn 2020, Page 87-100 PDF (824 K) | ||
Document Type: Research Paper | ||
DOI: 10.33899/iqjoss.2020.167391 | ||
Authors | ||
Taha Hussein Ali ![]() | ||
Lecturer / Salah El-Din University - College of Administration and Economics / Department of Statistics and Informatics. | ||
Abstract | ||
In this research, it was suggested to use the InformativeBayes method in calculating the Bayes weights and use them to treat the of heterogeneity problem when estimating the linear regression model parameters using the weighted least squares method (BWLS). And compare it with the classical method through an experimental side to simulate the generated data from a normal distribution and for several different cases as well as an applied side of real data. The results of the research provided the preference of the proposed method on the classical method by relying on some statistical criteria through a program designed for this purpose in the language of MATLAB. | ||
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