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Lineaire regressie‐analyse, ook bij gegevens in strijd met het model

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  • M. A. J. van Montfort

Abstract

Samenvatting Robuuste lineaire regressie‐analyse volgens Andrews (1973) wordt behandeld. Deze methode is bestand tegen enige fouten in zowel de verklarende variabele(n) als in de te verklaren variabele. Zij levert i. een opsplitsing van de waarnemingen in begrijpelijke en onbegrijpelijke bij het gekozen model, en ii. parameterschattingen met nauwelijks verlies aan doeltreffendheid bij Gauss‐residuen ** en met grote winst aan doeltreffendheid bij residuen met langere staart. zulks vergeleken met de bekende kleinste kwadraten procedure, die optimaal is bij Gauss‐residuen. Aan de hand van getallen‐voorbeelden wordt een en ander toegelicht.

Suggested Citation

  • M. A. J. van Montfort, 1974. "Lineaire regressie‐analyse, ook bij gegevens in strijd met het model," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 28(2), pages 109-116, June.
    • Handle: RePEc:bla:stanee:v:28:y:1974:i:2:p:109-116
    DOI: 10.1111/j.1467-9574.1974.tb00235.x
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