Abstract

Consider the simple linear regression model errors are i.i.d. with logistic distribution. This paper deals with the estimation and tests of hypothesis regarding the parameters, θ = (β0 , β1,σ ) based on a few “regression quantiles” introduced by Koenker and Bassett (1978). The question of optimum regression quantiles is addressed for the problems. Further, estimation of the conditional regression function is also considered along with the related optimum regression quantiles. In every case the optimum spacings are independent of the design matrix.

Author: A. Adatia and A. K. MD. Ehsanes Saleh

Received on: September, 2010

Accepted on: