IRAQI JOURNAL OF STATISTICAL SCIENCES

Abstract

In this research, it was suggested to use the InformativeBayes  method in calculating the Bayes weights and use them to treat the of heterogeneity  problem when estimating the linear regression model parameters using the weighted least squares method (BWLS). And compare it with the classical method through an experimental side to simulate the generated data from a normal distribution and for several different cases as well as an applied side of real data. The results of the research provided the preference of the proposed method on the classical method by relying on some statistical criteria through a program designed for this purpose in the language of MATLAB.