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Volume 29, Issue 3
Efficient Mean Estimation in Log-Normal Linear Models with First-Order Correlated Errors

Song Zhang & Dehui Wang

Commun. Math. Res., 29 (2013), pp. 271-279.

Published online: 2021-05

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  • Abstract

In this paper, we propose a log-normal linear model whose errors are first-order correlated, and suggest a two-stage method for the efficient estimation of the conditional mean of the response variable at the original scale. We obtain two estimators which minimize the asymptotic mean squared error (MM) and the asymptotic bias (MB), respectively. Both the estimators are very easy to implement, and simulation studies show that they are perform better.

  • Keywords

log-normal, first-order correlated, maximum likelihood, two-stage estimation, mean squared error.

  • AMS Subject Headings

62J12, 62M10, 62F10

  • Copyright

COPYRIGHT: © Global Science Press

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@Article{CMR-29-271, author = {Zhang , Song and Wang , Dehui}, title = {Efficient Mean Estimation in Log-Normal Linear Models with First-Order Correlated Errors}, journal = {Communications in Mathematical Research }, year = {2021}, volume = {29}, number = {3}, pages = {271--279}, abstract = {

In this paper, we propose a log-normal linear model whose errors are first-order correlated, and suggest a two-stage method for the efficient estimation of the conditional mean of the response variable at the original scale. We obtain two estimators which minimize the asymptotic mean squared error (MM) and the asymptotic bias (MB), respectively. Both the estimators are very easy to implement, and simulation studies show that they are perform better.

}, issn = {2707-8523}, doi = {https://doi.org/}, url = {http://global-sci.org/intro/article_detail/cmr/19010.html} }
TY - JOUR T1 - Efficient Mean Estimation in Log-Normal Linear Models with First-Order Correlated Errors AU - Zhang , Song AU - Wang , Dehui JO - Communications in Mathematical Research VL - 3 SP - 271 EP - 279 PY - 2021 DA - 2021/05 SN - 29 DO - http://doi.org/ UR - https://global-sci.org/intro/article_detail/cmr/19010.html KW - log-normal, first-order correlated, maximum likelihood, two-stage estimation, mean squared error. AB -

In this paper, we propose a log-normal linear model whose errors are first-order correlated, and suggest a two-stage method for the efficient estimation of the conditional mean of the response variable at the original scale. We obtain two estimators which minimize the asymptotic mean squared error (MM) and the asymptotic bias (MB), respectively. Both the estimators are very easy to implement, and simulation studies show that they are perform better.

Zhang , Song and Wang , Dehui. (2021). Efficient Mean Estimation in Log-Normal Linear Models with First-Order Correlated Errors. Communications in Mathematical Research . 29 (3). 271-279. doi:
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