General Estimates of the Intrinsic Variability of Data in Nonlinear Regression Models
作者:
L. Breiman,
W.S. Meisel,
期刊:
Journal of the American Statistical Association
(Taylor Available online 1976)
卷期:
Volume 71,
issue 354
页码: 301-307
ISSN:0162-1459
年代: 1976
DOI:10.1080/01621459.1976.10480336
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
A dependent variable is some unknown function of independent variables plus an error component. If the magnitude of the error could be estimated with minimal assumptions about the underlying functional dependence, then this could be used to judge goodness-of-fit and as a means of selecting a subset of the independent variables which best determine the dependent variable. We propose a procedure for this purpose which is based on a data-directed partitioning of the space into subregions and a fitting of the function in each subregion. The behavior of the procedure is heuristically discussed and illustrated by some simulation examples.
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