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Analytical and monte carlo comparisons of six different linear least squares fits

 

作者: Gutti Jogesh Babu,   Eric D. Feigelson,  

 

期刊: Communications in Statistics - Simulation and Computation  (Taylor Available online 1992)
卷期: Volume 21, issue 2  

页码: 533-549

 

ISSN:0361-0918

 

年代: 1992

 

DOI:10.1080/03610919208813034

 

出版商: Marcel Dekker, Inc.

 

关键词: Tully-Fisher relation;orthogonal regression;reduced major axis;linear regression;variance estimation;cosmic distance scale

 

数据来源: Taylor

 

摘要:

For many applications, particularly in allometry and astronomy, only a set of correlated data points (xi:, yi:) is available to fit a line. The underlying joint distribution is unknown, and it is not clear which variable is 'dependent' and which is 'independent'. In such cases, the goal is an intrinsic functional relationship between the variables rather than E(Y|X), and the choice of leastsquares line is ambiguous. Astronomers and biometricians have used as many as six different linear regression methods for this situation:the two ordinary least-squares (OLS) lines, Pearson's orthogonal regression, the OLS-bisector, the reduced major axis and the OLS-mean. The latter four methods treat the X and Y variables symmetrically. Series of simulations are described which compared the accuracy of regression estimators and their asymptotic variances for all six procedures. General relations between the regression slopes are also obtained. Among the symmetrical methods, the angular bisector of the OLS lines demonstrates the best performance. This line is used by astronomers and might be adopted for similar problems in biometry.

 

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