Unbiased estimates for linear regression with roundoff error

• Autorzy: Withers C. S. , Nadarajah S.
• Języki publikacji: EN

Abstrakty

EN

We consider the linear regression model, where the residuals have zero mean and an otherwise unspecified distribution F. Suppose that least squares estimates are formed by using rounded values of the dependent variables.We show that these are still unbiased, and that unbiased estimates for the moments and cumulants of F are given by applying Sheppard’s corrections to their estimates.

Słowa kluczowe

EN

grouping; least squares; regression; roundoff error; Sheppard’s corrections; unbiased

• Wydawca: Wrocław University of Science and Technology
• Czasopismo: Probability and Mathematical Statistics
• Rocznik: 2011
• Tom: Vol. 31, Fasc. 2
• Strony: 177--182
• Opis fizyczny: Bibliogr. 12 poz.

Twórcy

autor

Withers C. S.

• Applied Mathematics Group, Industrial Research Limited, Lower Hutt, New Zealand

autor

Nadarajah S.

• School of Mathematics, University of Manchester, Manchester M13 9PL, United Kingdom

Bibliografia

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• [11] C. S. Withers and S. Nadarajah, Adjusting Cornish-Fisher expansions and confidence intervals for the effect of roundoff, Statistics (2011), doi: 10.1080/02331888.2010.539691.
• [12] C. S. Withers and S. Nadarajah, Unbiased estimates for moments and cumulants in linear regression, J. Statist. Plann. Inference (2011), to appear.