On a coefficient of uncertainty based on the condition number of the matrix of observations

• Autorzy: Grzybowski A.
• Języki publikacji: EN

Abstrakty

EN

The paper is devoted to the problem of incorporating prior information into regression model estimation. We assume the prior information about regression parameter is derived from regression analysis applied to some phenomenon described by the same regression equation. However, usually the prior information is uncertain. On the base of computer simulation we construct a coefficient which allows incorporating the prior information along with its uncertainty. The coefficient is based upon the index number of the matrix of observations of the explanatory variables. Performance of estimators based upon the coefficient of uncertainty is examined through computer simulations.

Słowa kluczowe

EN

prior information; coefficient of uncertainty; regression model estimation

PL

informacja a priori; współczynnik niepewności

• Wydawca: Wydawnictwo Politechniki Częstochowskiej
• Czasopismo: Prace Naukowe Instytutu Matematyki i Informatyki Politechniki Częstochowskiej
• Rocznik: 2007
• Tom: Vol. 6, nr 1
• Strony: 69--74
• Opis fizyczny: Bibliogr. 4 poz., tab.

Twórcy

autor

Grzybowski A.

• Institute of Mathematics and Computer Science, Czestochowa University of Technology, Poland,

Bibliografia

• [1] Belsley D.A., Conditioning diagnostics: collinearity and weak data in regression, Wiley, New York 1991.
• [2] Grzybowski A., On some New Method of Incorporation Prior Information Along with its Uncertainty in Regression Estimation, Scientific Research of the Inst. of Math. and Comp. Sci. of TUC, 2006, 1(5), 23-31.
• [3] Grzybowski A., Metody wykorzystania informacji a priori w estymacji parametrów regresji, Seria Monografie No 89, Wydawnictwo Politechniki Częstochowskiej, Częstochowa 2002.
• [4] Grzybowski A., Computer Simulations in Constructing a Coefficient of Uncertainty in Regression Estimation - Methodology and Results, Lectures Notes in Computer Science No 2338, Springer- Verlag, Berlin 2002, vol. 2328, 671-678.