Empīriskā ticamības funkcija lineārai regresijai

6533b86efe1ef96bd12cc2a1

RESEARCH PRODUCT

Empīriskā ticamības funkcija lineārai regresijai

subject

parametriskais ticamības apgabals robusta regresija Matemātika lineāra regresija empīriskais ticamības apgabals empīriskā ticamības funkcija

description

Bakalaura darbā tiek aplūkota empīriskās ticamības (EL) metode lineārai regresijai ar mērķi konstruēt empīriskās ticamības apgabalu vienfaktora lineārās regresijas koeficientiem. Konstruētie EL ticamības apgabali tiek salīdzināti ar parametriskās ticamības apgabaliem. Darbā tiek arī veikta jaudas analīze simulētiem datiem ar dažādi sadalītiem atlikumiem, kur EL metodes sniegums tiek salīdzināts ar t-testu lineārai un robustai regresijai. Tiek secināts, ka empīriskās ticamības metode ir strādā labi, taču tā ir jūtīga pret izlecēju ietekmi. Empīriskiem ticamības apgabaliem pārsvarā gadījumu nav elipses forma un viennozīmīgs novietojums attiecībā pret parametrisko ticamības apgabalu.

year	journal	country	edition	language
2015-01-01

https://dspace.lu.lv/dspace/handle/7/28875

PEPhysical Sciences and Engineering
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