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التقدير المتسق لمعلمة ميل انموذج الانحدار الخطي البسيط المتاثر بخطا القياس للمتغير التوضيحي مع تطبيق في المجال الصحي
Author name:
ماهر محسن سلمان
Supervisor name:
دجلة ابراهيم مهدي العزاوي
General topic:
Administration and Economics
Specific topic:
Statistics
Degree:
Master
University:
University of Baghdad - Faculty Of Administration And Economics - Department Of Statistics
Language:
Arabic
University location:
Baghdad
First pages:
07T3995 - p.pdf
Abstract:
تعد طريقة المربعات الصغرى الاعتيادية (OLS) من افضل طرائق تقدير معلمات انموذج الانحدار الخطي وان هذه الطريقة تتصف مقدراتها بصفتي عدم التحيز والاتساق وهذه من صفات المقدر الجيد , الا ان مقدر طريقة المربعات الصغرى يصبح متحيز وغير متسق اذا كان المتغير ال | Ordinary Lease Square (OLS) is the way of the best methods of Parameter estimating of Linear Regression Model , that’s where this method is characterized by unbiased and consistency , and these qualities of good estimator , but (OLS) estimator becomes biased and inconsistent if Explanatory variable contains measurement errors , and the study has been of two consistent estimators, were taking into consideration the presence of measurement errors and they are : reliability ratio method and this way corrects the biasing in (OLS) estimator and makes the estimator consistent , and the other way is : instrumental variable method ; and this way gives consistent estimator and contributes to support the explanatory variable through the addition of an external variable T ,and the instrumental variable must be correlate in a strong relationship with explanatory variable ,also has been showed the additional information's necessary to the alternative estimator to the (OLS). above methods have been applied by using of simulation style of the software MatLab as measurement of errors takes three distributions and they are : normal distribution , standard normal distribution and Uniform distribution by using three sizes of samples (100 , 50 , 20 ) the result showed that reliability ratio estimator method is the best estimator ; regardless of the size of the sample and the distribution of the errors measurement , and this finding corresponds to the findings of researchers , and on this basis has been applied Reliability ratio estimator method on the medical data obtained from patients have fallen asleep in the department of artificial kidney in (Yarmouk) hospital in Baghdad. that's where the level of Urea in the blood is dependent variable , two readings of blood pressure were taking for each patient ,which represent the average is instrumental variable , the purpose of taking blood pressure for each patient in order to estimate the variance of measurement errors ,also has been taken third blood pressure reading by using dialysis machine to represent instrumental variable , has been reached that the ratio of reliability for blood pressure measuring ranging between ( 0.80 - 0.85 (
