Problém regresní analýzy a jeho nekonvenční řešení

Kód výsledku v IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216275%3A25410%2F07%3A00005480" target="_blank" >RIV/00216275:25410/07:00005480 - isvavai.cz</a>

Výsledek na webu

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DOI - Digital Object Identifier

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Jazyk výsledku

angličtina

Název v původním jazyce

Problem of Regression Analysis and its Unconventional solution

Popis výsledku v původním jazyce

The linear regression model is one of the most important methods of statistical inference having wide practical use. This method is unfortunately used in the universal way without examining its assumptions. The essential assumption is that random errorshave the normal distribution and their variances are constant values. The properties of the estimates obtained in this way are well known. In case when random errors are not normally distributed or their variances are not constant values (i.e., it changes depending on values of independent variable) it is seldom possible to derive the properties of distribution of regression coefficients estimates. The asymptotical properties of these estimates based on central limit theorem are usually assigned. They correspond with reality only in cases of large random samples. In reality we have small sample sizes so that the results obtained by these methods are not reliable enough. Other approximations can be used to determine the properties of est

Název v anglickém jazyce

Problem of Regression Analysis and its Unconventional solution

Popis výsledku anglicky

The linear regression model is one of the most important methods of statistical inference having wide practical use. This method is unfortunately used in the universal way without examining its assumptions. The essential assumption is that random errorshave the normal distribution and their variances are constant values. The properties of the estimates obtained in this way are well known. In case when random errors are not normally distributed or their variances are not constant values (i.e., it changes depending on values of independent variable) it is seldom possible to derive the properties of distribution of regression coefficients estimates. The asymptotical properties of these estimates based on central limit theorem are usually assigned. They correspond with reality only in cases of large random samples. In reality we have small sample sizes so that the results obtained by these methods are not reliable enough. Other approximations can be used to determine the properties of est

Druh

D - Stať ve sborníku

CEP obor

BB - Aplikovaná statistika, operační výzkum

OECD FORD obor

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Projekt

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Návaznosti

S - Specificky vyzkum na vysokych skolach

Rok uplatnění

2007

Kód důvěrnosti údajů

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Název statě ve sborníku

ISBIS 2007

ISBN

978-989-95489-0-9

ISSN

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e-ISSN

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Počet stran výsledku

1

Strana od-do

144

Název nakladatele

University of Azores

Místo vydání

Azores, Portugal

Místo konání akce

Ponta Delgada

Datum konání akce

18. 8. 2007

Typ akce podle státní příslušnosti

WRD - Celosvětová akce

Kód UT WoS článku

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