This paper evaluates the impact of violation of the following assumptions in the regression model: (1) mean of the stochastic disturbance term is zero; (2) variance-covariance matrix of the disturbance vectors is diagonal with constant variance; (3) the disturbance terms are distributed normally; (4) values of explanatory variables are nonstochastic; and (5) matrix X is of full column rank. Methods of detecting the violation of these assumptions, as well as methods of eliminating the severity of these problems, are presented. The paper also contains extensions of the common statistical tests used to evaluate the appropriateness of such models.

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  • Corporate Authors:

    American Institute of Aeronautics and Astronautics

    1290 Avenue of the Americas
    New York, NY  United States  10019
  • Authors:
    • Taneja, N K
  • Publication Date: 1976-9

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Filing Info

  • Accession Number: 00158228
  • Record Type: Publication
  • Source Agency: Engineering Index
  • Files: TRIS
  • Created Date: Aug 31 1977 12:00AM