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How Good is Best? Multivariate Case of Ehrenberg-Weisberg Analysis of Residual Errors in Competing Regressions

机译:多好有多好? Ehrenberg-Weisberg的多变量情形分析竞争回归中的残差

摘要

A.S.C. Ehrenberg first noticed and S. Weisberg then formalized a property of pairwise regression to keep its quality almost at the same level of precision while the coefficients of the model could vary over a wide span of values. This paper generalizes the estimates of the percent change in the residual standard deviation to the case of competing multiple regressions. It shows that in contrast to the simple pairwise model, the coefficients of multiple regression can be changed over a wider range of the values including the opposite by signs coefficients. Consideration of these features facilitates better understanding the properties of regression and opens a possibility to modify the obtained regression coefficients into meaningful and interpretable values using additional criteria. Several competing modifications of the linear regression with interpretable coefficients are described and compared in the Ehrenberg-Weisberg approach.
机译:A.S.C. Ehrenberg首先注意到,然后S. Weisberg正式确定了成对回归的属性,以保持其质量几乎处于相同的精度水平,而模型的系数可以在较大的值范围内变化。本文将剩余标准偏差的变化百分比估计值推广到竞争多元回归的情况。它表明,与简单的成对模型相比,多元回归的系数可以在更大的值范围内变化,包括相反的符号系数。考虑这些特征有助于更好地理解回归的特性,并为使用其他标准将获得的回归系数修改为有意义且可解释的值提供了可能性。在Ehrenberg-Weisberg方法中描述并比较了具有可解释系数的线性回归的几种竞争性修改。

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    Lipovetsky Stan;

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  • 年度 2013
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