Algebraic relationships between classical regression and total least-squares estimation
نویسندگان
چکیده
منابع مشابه
Total Least Squares Approach in Regression Methods
Total least squares (TLS) is a data modelling technique which can be used for many types of statistical analysis, e.g. a regression. In the regression setup, both dependent and independent variables are considered to be measured with errors. Thereby, the TLS approach in statistics is sometimes called an errors-invariables (EIV) modelling and, moreover, this type of regression is usually known a...
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The standard approaches to solving overdetermined linear systems Ax ≈ b construct minimal corrections to the vector b and/or the matrix A such that the corrected system is compatible. In ordinary least squares (LS) the correction is restricted to b, while in data least squares (DLS) it is restricted to A. In scaled total least squares (Scaled TLS) [15], corrections to both b and A are allowed, ...
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Pedomodels have become a popular topic in soil science and environmentalresearch. They are predictive functions of certain soil properties based on other easily orcheaply measured properties. The common method for fitting pedomodels is to use classicalregression analysis, based on the assumptions of data crispness and deterministic relationsamong variables. In modeling natural systems such as s...
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ژورنال
عنوان ژورنال: Linear Algebra and its Applications
سال: 1987
ISSN: 0024-3795
DOI: 10.1016/s0024-3795(87)90320-x