Strange Design Points in Linear Regression
Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica (2011)
- Volume: 50, Issue: 2, page 103-110
- ISSN: 0231-9721
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topPázman, Andrej. "Strange Design Points in Linear Regression." Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica 50.2 (2011): 103-110. <http://eudml.org/doc/196676>.
@article{Pázman2011,
abstract = {We discuss, partly on examples, several intuitively unexpected results in a standard linear regression model. We demonstrate that direct observations of the regression curve at a given point can not be substituted by observations at two very close neighboring points. On the opposite, we show that observations at two distant design points improve the variance of the estimator. In an experiment with correlated observations we show somewhat unexpected conditions under which a design point gives no or very little information about the estimated parameters, and so can be excluded from the design. For completeness we repeat briefly known conditions under which a design point is sensitive to the presence of outliers.},
author = {Pázman, Andrej},
journal = {Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica},
keywords = {singular models; optimal design; correlated observations; singular models; optimal designs; correlated observations},
language = {eng},
number = {2},
pages = {103-110},
publisher = {Palacký University Olomouc},
title = {Strange Design Points in Linear Regression},
url = {http://eudml.org/doc/196676},
volume = {50},
year = {2011},
}
TY - JOUR
AU - Pázman, Andrej
TI - Strange Design Points in Linear Regression
JO - Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica
PY - 2011
PB - Palacký University Olomouc
VL - 50
IS - 2
SP - 103
EP - 110
AB - We discuss, partly on examples, several intuitively unexpected results in a standard linear regression model. We demonstrate that direct observations of the regression curve at a given point can not be substituted by observations at two very close neighboring points. On the opposite, we show that observations at two distant design points improve the variance of the estimator. In an experiment with correlated observations we show somewhat unexpected conditions under which a design point gives no or very little information about the estimated parameters, and so can be excluded from the design. For completeness we repeat briefly known conditions under which a design point is sensitive to the presence of outliers.
LA - eng
KW - singular models; optimal design; correlated observations; singular models; optimal designs; correlated observations
UR - http://eudml.org/doc/196676
ER -
References
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