最小截平方
统计
稳健回归
数学
标准差
离群值
总最小二乘法
最小二乘函数近似
标准误差
回归分析
线性回归
解释平方和
广义最小二乘法
偏最小二乘回归
回归
回归诊断
普通最小二乘法
残差平方和
数据集
简单线性回归
多项式回归
估计员
作者
P. Joanne Cornbleet,Nathan Gochman
出处
期刊:Clinical Chemistry
[American Association for Clinical Chemistry]
日期:1979-03-01
卷期号:25 (3): 432-438
被引量:541
标识
DOI:10.1093/clinchem/25.3.432
摘要
The least-squares method is frequently used to calculate the slope and intercept of the best line through a set of data points. However, least-squares regression slopes and intercepts may be incorrect if the underlying assumptions of the least-squares model are not met. Two factors in particular that may result in incorrect least-squares regression coefficients are: (a) imprecision in the measurement of the independent (x-axis) variable and (b) inclusion of outliers in the data analysis. We compared the methods of Deming, Mandel, and Bartlett in estimating the known slope of a regression line when the independent variable is measured with imprecision, and found the method of Deming to be the most useful. Significant error in the least-squares slope estimation occurs when the ratio of the standard deviation of measurement of a single x value to the standard deviation of the x-data set exceeds 0.2. Errors in the least-squares coefficients attributable to outliers can be avoided by eliminating data points whose vertical distance from the regression line exceed four times the standard error the estimate.
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