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Un critere algebrique et geometrique pour ordonner les sous-modeles en regression lineaire

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  • Rolle, J.-D.
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    Abstract

    Nous etablissons la notion de distance monotone entre un ensemble de variables et une variable opposee a cet ensemble. Cela permet de formaliser le lien entre deux proprietes, la coherence et la stabilite d'unsous-modele de regression et finalement d'etablir un critere de choix de modele base sur ces proprietes. Ce critere se revele interessant en pratique, en ce qu'il permet d'evaluer visuellement et de facon immediate, grace au graphe d'une fonction judicieusement choisie, les degres respectifs de la coherence et de la stabilite d'un sous-modele.

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    Bibliographic Info

    Paper provided by Ecole des Hautes Etudes Commerciales, Universite de Geneve- in its series Papers with number 98.18.

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    Length: 16 pages
    Date of creation: 1998
    Date of revision:
    Handle: RePEc:fth:ehecge:98.18

    Contact details of provider:
    Postal: Suisse; Ecole des Hautes Etudes Commerciales, Universite de Geneve, faculte des SES. 102 Bb. Carl-Vogt CH - 1211 Geneve 4, Suisse
    Web page: http://www.hec.unige.ch/
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    Keywords: MODELES ; ANALYSE DE REGRESSION;

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