Regression analysis with correlated observations.
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Authors
Chung, Kyu Ryun
Subjects
Regression
Correlated observations
Prediction interval
Correlated observations
Prediction interval
Advisors
Jayachandran, Toke
Date of Issue
1975
Date
September 1975
Publisher
Language
en_US
Abstract
The regression model Y = XB + e, with e**»N(0, o*I ) , has
been studied extensively. That is, the model in which the
errors are independent and identically distributed as
N( O } fr*) has been studied already.
In this thesis we study the model in which the sample
observations are correlated with a prescribed correlation
structure and show that many of the results available for
the independent case apply equally well for the correlated
samples
.
We shall find that some results obtained here are not
just the same as the case where the errors are independent
and identically distributed as N( O,^1
).
Type
Thesis
Description
Series/Report No
Department
Operations Research and Administrative Sciences
Organization
Identifiers
NPS Report Number
Sponsors
Funding
Format
Citation
Distribution Statement
Approved for public release; distribution is unlimited.
Rights
Copyright is reserved by the copyright owner.