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Improved Jackknife Variance Estimates of Bilinear Model Parameters

In: COMPSTAT 2004 — Proceedings in Computational Statistics

Author

Listed:
  • Martin Høy

    (Norwegian Meteorological Institute)

  • Frank Westad

    (Matforsk)

  • Harald Martens

    (Norwegian Agricultural University, CIGENE)

Abstract

This paper puts focus on some the remaining issues concerning jackknifing of centred bilinear models. A method improvement is proposed, describing how all the bilinear model parameters can be rotated in order to estimate the uncertainties of all model parameters. The mean values of centred models are also included in the rotation scheme. The uncertainty information of the bilinear model parameters can be used to perform variable selection, variable weighting and detection of outliers.

Suggested Citation

  • Martin Høy & Frank Westad & Harald Martens, 2004. "Improved Jackknife Variance Estimates of Bilinear Model Parameters," Springer Books, in: Jaromir Antoch (ed.), COMPSTAT 2004 — Proceedings in Computational Statistics, pages 261-275, Springer.
    • Handle: RePEc:spr:sprchp:978-3-7908-2656-2_21
    DOI: 10.1007/978-3-7908-2656-2_21
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