Lineární regresní model a vážená metoda nejmenších čtverců
Title in English | Linear Regresion Model and Weighted Least |
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Authors | |
Year of publication | 2000 |
Type | Article in Proceedings |
Conference | XIV. letná škola biometriky, BIOMETRICKÉ METÓDY A MODELY V PÔDOHOSPODÁRSKEJ VEDE, VÝSKUME A VÝUKE |
MU Faculty or unit | |
Citation | |
Field | Applied statistics, operation research |
Keywords | Linear regression model; Method of least squares; BLUE; General linear hypothesis; DFITS; Robust regression weights. |
Description | Linear regression model and properties of the estimates of the model parameters are described in the first part of the paper. Then the test of the general linear hypothesis is involved. The second part is devoted to the generalized and weighted least squares method and to robust procedures in regression analysis. The robust weights which depend on combined effect of leverage and Studentized residual and enable to eliminate outliers and high leverage points in given biometrical data are described in the paper. |
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