Estimating the Parameters of Simple Linear Regression Model Using Bootstrap Method, Under Heteroscadasticity with Quadratic and Radical Function form

Document Type : Original Article

Author

Statistics,Mathematics and Insurance Department Faculty of Commerce Alexandria University Alexandria Egypt

Abstract

Estimating the parameters of linear regression model under heteroscadasticity with Quadratic and radical function form using Bootstrap Method, The study showed the superiority of the Pairs Bootstrap on the Residual Bootstrap and OLS methods in case of Quadratic pattern of variance, according to the criterion of the standard error of the estimator, Simulation study shows Pairs bootstrap estimators have the highest proportion of repetition (PR) and lowest average standard error for Small and medium sample sizes. While out performing ordinary least square gives results better than bootstrap methods in the case of a radical pattern of variation of the random error term

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