On some new method of incorporation prior information along with its uncertainty in regression estimation

• Autorzy: Grzybowski A. Z.
• Języki publikacji: EN

Abstrakty

EN

The paper is devoted to the problem of incorporating prior information in the regression estimation. In series of papers, see [3-6], we have proposed and analyzed some model of uncertainty which allow incorporating prior information along with its uncertainty via some Bayes estimators. We also introduced the notion of an Index of Uncertainty (IU) which indicate how useful the information and consequently the proposed estimators are. The results and methodology are summarized in [7]. Here, assuming different than in the mentioned papers prior knowledge about the regression problems, we propose a new description of uncertainty along with an index of uncertainty which was developed on the base of computer simulation.

Słowa kluczowe

EN

prior information; regression estimation

PL

informacja a priori

• Wydawca: Wydawnictwo Politechniki Częstochowskiej
• Czasopismo: Prace Naukowe Instytutu Matematyki i Informatyki Politechniki Częstochowskiej
• Rocznik: 2006
• Tom: Vol. 5, nr 1
• Strony: 23--31
• Opis fizyczny: Bibliogr. 8 poz., rys., tab.

Twórcy

autor

Grzybowski A. Z.

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

Bibliografia

• [1] Belslay D., Kuh E., Welsch R., Regression Diagnostics, Wiley & Sons, New York 1980.
• [2] Berger J.O., Statistical Decision Theory and Bayesian Analysis, Springer Verlag, New York 1985.
• [3] Birkes D., Dodge Y., Alternative methods of regression, Wiley & Sons, New York 1993.
• [4] Grzybowski A., Simulation analysis of some regression estimators incorporating prior information, Proceedings of International Workshop on Statistical Modelling, Graz 1999, 548-551.
• [5] Grzybowski A., Simulation analysis of some regression estimators incorporating prior information - performance for different loss functions, Proceedings of 16th IMACS World Congress 2000 on Scientific Computation, Applied Mathematics and Simulation, Lausanne 2000 (CD).
• [6] 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.
• [7] Grzybowski A., Analiza funkcji ryzyka estymatorów opartych na pewnym opisie niepewności, Modelowanie Preferencji a Ryzyko’02, Praca zbiorowa pod redakcją naukową T. Trzaskalika, Wydawnictwo WE w Katowicach, Katowice 2002, 139-149.
• [8] Grzybowski A., Metody wykorzystania informacji a priori w estymacji parametrów regresji, Seria Monografie No 89, Wydawnictwo Politechniki Częstochowskiej, Częstochowa 2002.