Least product relative error estimation

A least product relative error criterion is proposed for multiplicative regression models. It is invariant under scale transformation of the outcome and covariates. In addition, the objective function is smooth and convex, resulting in a simple and uniquely defined estimator of the regression parame...

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Veröffentlicht in:	Journal of multivariate analysis 2016-02, Vol.144, p.91-98
Hauptverfasser:	Chen, Kani, Lin, Yuanyuan, Wang, Zhanfeng, Ying, Zhiliang
Format:	Artikel
Sprache:	eng
Schlagworte:	Asymptotic methods Body fat Mathematical models Multiplicative regression model Parameter estimation Product form Regression analysis Relative error Scale invariance Studies Variance estimation
Online-Zugang:	Volltext
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