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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