排序方式: 共有97条查询结果,搜索用时 62 毫秒
61.
62.
Biplots are useful tools to explore the relationship among variables. In this paper, the specific regression relationship between a set of predictors X and set of response variables Y by means of partial least-squares (PLS) regression is represented. The PLS biplot provides a single graphical representation of the samples together with the predictor and response variables, as well as their interrelationships in terms of the matrix of regression coefficients. 相似文献
63.
A challenging problem in the analysis of high-dimensional data is variable selection. In this study, we describe a bootstrap based technique for selecting predictors in partial least-squares regression (PLSR) and principle component regression (PCR) in high-dimensional data. Using a bootstrap-based technique for significance tests of the regression coefficients, a subset of the original variables can be selected to be included in the regression, thus obtaining a more parsimonious model with smaller prediction errors. We compare the bootstrap approach with several variable selection approaches (jack-knife and sparse formulation-based methods) on PCR and PLSR in simulation and real data. 相似文献
64.
yvind Langsrud Kjetil Jrgensen Ragni Ofstad Tormod Ns 《Journal of applied statistics》2007,34(10):1275-1296
This paper is an overview of a unified framework for analyzing designed experiments with univariate or multivariate responses. Both categorical and continuous design variables are considered. To handle unbalanced data, we introduce the so-called Type II* sums of squares. This means that the results are independent of the scale chosen for continuous design variables. Furthermore, it does not matter whether two-level variables are coded as categorical or continuous. Overall testing of all responses is done by 50-50 MANOVA, which handles several highly correlated responses. Univariate p-values for each response are adjusted by using rotation testing. To illustrate multivariate effects, mean values and mean predictions are illustrated in a principal component score plot or directly as curves. For the unbalanced cases, we introduce a new variant of adjusted means, which are independent to the coding of two-level variables. The methodology is exemplified by case studies from cheese and fish pudding production. 相似文献
65.
In this study we investigate the problem of estimation and testing of hypotheses in multivariate linear regression models when the errors involved are assumed to be non-normally distributed. We consider the class of heavy-tailed distributions for this purpose. Although our method is applicable for any distribution in this class, we take the multivariate t-distribution for illustration. This distribution has applications in many fields of applied research such as Economics, Business, and Finance. For estimation purpose, we use the modified maximum likelihood method in order to get the so-called modified maximum likelihood estimates that are obtained in a closed form. We show that these estimates are substantially more efficient than least-square estimates. They are also found to be robust to reasonable deviations from the assumed distribution and also many data anomalies such as the presence of outliers in the sample, etc. We further provide test statistics for testing the relevant hypothesis regarding the regression coefficients. 相似文献
66.
Russell V. Lenth 《统计学通讯:理论与方法》2013,42(9):847-854
We consider the problem of fitting a cubic spline to data using robust regression techniques. Some important properties of splines are discussed, showing that their use as a regression model is related in principle to the concept of robustness. Methods for fitting splines and interpreting the results are outlined, and an illustrative example is given. 相似文献
67.
《Journal of Statistical Computation and Simulation》2012,82(4):265-271
We present the results of an empirical power study of a new multi-sample test of exponentiality due to (1980)and show that this test is on the whole considerably more powerful than the other prominent tests considered by Dyer and Harbin (1981). 相似文献
68.
69.
We study the asymptotic properties, consistency, asymptotic normality, of the least squares estimator in a non linear regression problem. The model uses a parametric class Л of functions, but we do not assume that the unknown function belongs to that class. Л is here a class of continuous functions with a discontinuity in the first derivative. The problem of making a choice between two classes of that type is also studied. 相似文献
70.
Chin-Shang Li 《统计学通讯:模拟与计算》2013,42(7):1673-1680
The nonparametric component in a partially linear model is approximated via cubic B-splines with a second-order difference penalty on the adjacent B-spline coefficients to avoid undersmoothing. A Wald-type spline-based test statistic is constructed for the null hypothesis of no effect of a continuous covariate. When the number of knots is fixed, the limiting null distribution of the test statistic is the distribution of a linear combination of independent chi-squared random variables, each with one degree of freedom. A real-life dataset is provided to illustrate the practical use of the test statistic. 相似文献