Residual Analysis
作者:
RudolfJ. Freund,
RichardW. Vail,
C.W. Clunies-Ross,
期刊:
Journal of the American Statistical Association
(Taylor Available online 1961)
卷期:
Volume 56,
issue 293
页码: 98-104
ISSN:0162-1459
年代: 1961
DOI:10.1080/01621459.1961.10482094
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
Individual value of residuals from a least squares regression equation can be analyzed as a set of originally observed quantities. If the analysis of residuals is in the form of another regression analysis, the total analysis of the data can be described as a two-stage regression. Such a two-stage approach is not equivalent to the usual, one-stage analysis, and therefore the resulting estimates and tests are biased. It is the purpose of this paper to obtain expressions for these biases.
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