Instabilities of Regression Estimates Relating Air Pollution to Mortality
作者:
GaryC. McDonald,
RichardC. Schwing,
期刊:
Technometrics
(Taylor Available online 1973)
卷期:
Volume 15,
issue 3
页码: 463-481
ISSN:0040-1706
年代: 1973
DOI:10.1080/00401706.1973.10489073
出版商: Taylor & Francis Group
关键词: Multiple Linear Regression;Mortality Rate;Pollution Potentials;Ridge Regression;Standardized Total Squared Error,Cp;Ridge Elimination
数据来源: Taylor
摘要:
The instability of ordinary least squares estimates of linear regression coefficients is demonstrated for mortality rates regressed around various socioeconomic, weather and pollution variables. A ridge regression technique presented by Hoer1 and Kennard (Technometrics 12(1970) 69–82) is employed to arrive at “stable” regression coefficients which, in some instances, differ considerably from the ordinary least squares estimates. In addition, two methods of variable elimination are compared—one based on total squared error and the other on a ridge trace analysis.
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