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Composite Points in Weighted Least Squares Regressions

 

作者: DonaldB. Rubin,  

 

期刊: Technometrics  (Taylor Available online 1980)
卷期: Volume 22, issue 3  

页码: 343-347

 

ISSN:0040-1706

 

年代: 1980

 

DOI:10.1080/00401706.1980.10486165

 

出版商: Taylor & Francis Group

 

关键词: Iteratively reweighted least squares;Multiple regression;Plots for regression;Robust regression

 

数据来源: Taylor

 

摘要:

In ap-variate weighted least squares multiple regression based onnpoints, each of thepregression coefficients can be calculated from a univariate weighted regression through the origin usingN= (np) composite points. This result can be applied to (1) display thep-dimensional multiple regression aspunivariate regressions each based onNcomposite points, (2) isolate collections of points with large leverage, and (3) characterize the region of regression coefficients that can be obtained from fixed data with varying weights. Consequently, composite points are diagnostically useful in the context of robust regression.

 

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