Author(s)

Rezaul Karim, Morshed Alam, M. M. H. Chowdhury, Forhad Hossain

Department of Statistics, Jahangirnagar University, Savar, Bangladesh.

In case of heteroscedasticity, a Generalized Minimum Perpendicular Distance Square (GMPDS) method has been suggested instead of traditionally used Generalized Least Square (GLS) method to fit a regression line, with an aim to get a better fitted regression line, so that the estimated line will be closest one to the observed points. Mathematical form of the estimator for the parameters has been presented. A logical argument behind the relationship between the slopes of the lines and has been placed.

Heteroscedasticity; Ordinary Least Square Method; Minimum Perpendicular Distance Square Method; Generalized Least Square Method

R. Karim, M. Alam, M. Chowdhury and F. Hossain, "Generalized Minimum Perpendicular Distance Square Method of Estimation," Applied Mathematics, Vol. 3 No. 12, 2012, pp. 1945-1949. doi: 10.4236/am.2012.312266.