Multiple Linear Regressions by Maximizing the Likelihood under Assumption of Generalized Gauss-Laplace Distribution of the Error

Table 3

Differences between values of coefficients obtained by classical linear regression approach compared to the proposed approach.

Set
1
2
3
4
5
6
7
8
9
10

: difference between value obtained by classical approach and value obtained by the proposed approach.
, , and : coefficients of the independent variables; : power of the error (Algorithm 6 for the proposed approach).
: population standard deviation; LMLRGL: likelihood for multiple linear regressions under assumption of GL distribution.