Bayesian Estimation of Normal Linear Regression Model with Heteroscedasticity Error Structures
Bolanle A. Oseni, Olusanya E. Olubusoye & Adedayo A. Adepoju · Asian Journal of Probability and Statistics · 2019
Non-constant error variance in Normal Linear Regression Model (NLRM) is an econometric problem generally referred to as heteroscedasticity. Its presence renders statistical inference invalid. Classical approach to its detection, estimation and remediation are widely discussed in...
Open access
Research Article
10.9734/ajpas/2019/v4i230111