The regression tolerance quotient in data analysis
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F10%3A10033278" target="_blank" >RIV/00216208:11320/10:10033278 - isvavai.cz</a>
Alternative codes found
RIV/61384399:31140/10:00035437
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
The regression tolerance quotient in data analysis
Original language description
Consider the traditional linear regression model. The tolerance quotient measures the relative perturbation rate, i.e. how much it is necessary to perturb the estimated regression coefficients to satisfy each of the equations, and hence is a measure of goodness of fit of the model. We demonstrate the usage of the quotient in analysis of both crisp and interval data and, in particular, interval data arising in econometrics and finance. We show a method to study probabilistic properties of the tolerance quotient: we derive its distribution and, under certain assumptions, we present a method for construction a confidence interval.
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
BB - Applied statistics, operational research
OECD FORD branch
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Result continuities
Project
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Continuities
Z - Vyzkumny zamer (s odkazem do CEZ)
Others
Publication year
2010
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
Proceedings of the 28th International Conference Mathematical Methods in Economics 2010, Part I
ISBN
978-80-7394-218-2
ISSN
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e-ISSN
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Number of pages
7
Pages from-to
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Publisher name
Jihočeská univerzita, ekonomická fakulta
Place of publication
České Budějovice
Event location
České Budějovice
Event date
Sep 8, 2010
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
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