Journal of the Korea Society for Simulation (한국시뮬레이션학회논문지)

The Korea Society for Simulation (한국시뮬레이션학회)
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The Comparison Analysis of an Estimators of Nonlinear Regression Model using Monte Carlo Simulation

몬테칼로 시뮬레이션을 이용한 비선형회귀추정량들의 비교 분석

  • 김태수 (한양대학교 산업공학과) ;
  • 이영해 (한양대학교 산업공학과)
  • Published : 2000.09.01
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Abstract

In regression model, we estimate the unknown parameters by using various methods. There are the least squares method which is the most general, the least absolute deviation method, the regression quantile method and the asymmetric least squares method. In this paper, we will compare each others with two cases: firstly the theoretical comparison in the asymptotic sense and then the practical comparison using Monte Carlo simulation for a small sample size.

Keywords

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