Multiple linear regression estimators with skew normal errors

A. A. Alhamide, Kamarulzaman Ibrahim, M. T. Alodat

Research output: Chapter in Book/Report/Conference proceedingConference contribution

1 Citation (Scopus)

Abstract

The idea of skew normal distribution is suitable to be used for the analysis of data which is skewed. The purpose of this paper is to study the estimation of the regression parameters under the extended multivariate skew normal errors. The estimators for the regression parameters found based on the maximum likelihood method are derived. A simulation study is carried out to investigate the performance of the estimators derived and the standard errors associate with the respective parameters estimates are found to be quite small.

Original languageEnglish
Title of host publication2015 UKM FST Postgraduate Colloquium: Proceedings of the Universiti Kebangsaan Malaysia, Faculty of Science and Technology 2015 Postgraduate Colloquium
PublisherAmerican Institute of Physics Inc.
Volume1678
ISBN (Electronic)9780735413252
DOIs
Publication statusPublished - 25 Sep 2015
Externally publishedYes
Event2015 Postgraduate Colloquium of the Universiti Kebangsaan Malaysia, Faculty of Science and Technology, UKM FST 2015 - Selangor, Malaysia
Duration: 15 Apr 201516 Apr 2015

Other

Other2015 Postgraduate Colloquium of the Universiti Kebangsaan Malaysia, Faculty of Science and Technology, UKM FST 2015
CountryMalaysia
CitySelangor
Period15/4/1516/4/15

Fingerprint

estimators
regression analysis
normal density functions
estimates
simulation

Keywords

  • maximum likelihood estimation
  • multiple linear regression models
  • Simulation

ASJC Scopus subject areas

  • Physics and Astronomy(all)

Cite this

Alhamide, A. A., Ibrahim, K., & Alodat, M. T. (2015). Multiple linear regression estimators with skew normal errors. In 2015 UKM FST Postgraduate Colloquium: Proceedings of the Universiti Kebangsaan Malaysia, Faculty of Science and Technology 2015 Postgraduate Colloquium (Vol. 1678). [060013] American Institute of Physics Inc.. https://doi.org/10.1063/1.4931340

Multiple linear regression estimators with skew normal errors. / Alhamide, A. A.; Ibrahim, Kamarulzaman; Alodat, M. T.

2015 UKM FST Postgraduate Colloquium: Proceedings of the Universiti Kebangsaan Malaysia, Faculty of Science and Technology 2015 Postgraduate Colloquium. Vol. 1678 American Institute of Physics Inc., 2015. 060013.

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Alhamide, AA, Ibrahim, K & Alodat, MT 2015, Multiple linear regression estimators with skew normal errors. in 2015 UKM FST Postgraduate Colloquium: Proceedings of the Universiti Kebangsaan Malaysia, Faculty of Science and Technology 2015 Postgraduate Colloquium. vol. 1678, 060013, American Institute of Physics Inc., 2015 Postgraduate Colloquium of the Universiti Kebangsaan Malaysia, Faculty of Science and Technology, UKM FST 2015, Selangor, Malaysia, 15/4/15. https://doi.org/10.1063/1.4931340
Alhamide AA, Ibrahim K, Alodat MT. Multiple linear regression estimators with skew normal errors. In 2015 UKM FST Postgraduate Colloquium: Proceedings of the Universiti Kebangsaan Malaysia, Faculty of Science and Technology 2015 Postgraduate Colloquium. Vol. 1678. American Institute of Physics Inc. 2015. 060013 https://doi.org/10.1063/1.4931340
Alhamide, A. A. ; Ibrahim, Kamarulzaman ; Alodat, M. T. / Multiple linear regression estimators with skew normal errors. 2015 UKM FST Postgraduate Colloquium: Proceedings of the Universiti Kebangsaan Malaysia, Faculty of Science and Technology 2015 Postgraduate Colloquium. Vol. 1678 American Institute of Physics Inc., 2015.
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