Local polynomial estimation of heteroscedasticity in a multivariate linear regression model and its applications in economics.
Multivariate local polynomial fitting is applied to the multivariate linear heteroscedastic regression model. Firstly, the local polynomial fitting is applied to estimate heteroscedastic function, then the coefficients of regression model are obtained by using generalized least squares method. One n...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Public Library of Science (PLoS)
2012-01-01
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| Series: | PLoS ONE |
| Online Access: | http://europepmc.org/articles/PMC3444506?pdf=render |