Accession Number : AD0711355

Title :   SOME EFFECTS OF ERRORS OF MEASUREMENT ON LINEAR REGRESSION.

Descriptive Note : Technical rept.,

Corporate Author : HARVARD UNIV CAMBRIDGE MASS DEPT OF STATISTICS

Personal Author(s) : Cochran,W. G.

Report Date : 10 AUG 1970

Pagination or Media Count : 25

Abstract : When y has a linear regression on X', which is subject to an error of measurement h', there is reason to believe that the regression of y on the fallible x = X+h will not in general satisfy Lindley's conditions for linearity. However, a linear component of this regression can be defined in terms of the low moments of the joint distribution of X' and h', and this component satisfies the usual elementary results given in the literature. Working out the exact regression of y' on x' in a few simple cases suggests (i) that the linear component often dominates even for measurements of only moderate reliability (ii) good approximations to the exact regression can be obtained by quadratics or cubics in x'. (Author)

Descriptors :   (*REGRESSION ANALYSIS, ACCURACY), MATHEMATICAL MODELS, STATISTICAL DATA, DECISION THEORY, LINEAR SYSTEMS, MULTIVARIATE ANALYSIS, CURVE FITTING

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE