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Autor/in | Blankmeyer, Eric |
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Titel | Orthogonal Regression and Equivariance. |
Quelle | (1993), (12 Seiten)
PDF als Volltext |
Sprache | englisch |
Dokumenttyp | gedruckt; online; Monographie |
Schlagwörter | Quantitative Daten; Equations (Mathematics); Estimation (Mathematics); Least Squares Statistics; Mathematical Models; Regression (Statistics); Research Methodology; Robustness (Statistics) |
Abstract | Ordinary least-squares regression treats the variables asymmetrically, designating a dependent variable and one or more independent variables. When it is not obvious how to make this distinction, a researcher may prefer to use orthogonal regression, which treats the variables symmetrically. However, the usual procedure for orthogonal regression is not equivariant. A simple modification is proposed to overcome this serious defect. Illustrative computations involving 15 observations on 5 variables are provided, and a robust version of the method is discussed. The modified orthogonal regression allows a researcher to explore a symmetric, equivariant, and robust linear relationship among a set of variables. (Contains 6 references.) (Author/SLD) |
Erfasst von | ERIC (Education Resources Information Center), Washington, DC |