Search results for "Linear predictor function"
showing 4 items of 4 documents
Derived variables calculated from similar joint responses: some characteristics and examples
1995
Abstract A technique (Cox and Wermuth, 1992) is reviewed for finding linear combinations of a set of response variables having special relations of linear conditional independence with a set of explanatory variables. A theorem in linear algebra is used both to examine conditions in which the derived variables take a specially simple form and lead to reduced computations. Examples are discussed of medical and psychological investigations in which the method has aided interpretation.
Linear and ellipsoidal restrictions in linear regression
1991
The problem of combining linear and ellipsoidal restrictions in linear regression is investigated. Necessary and sufficient conditions for compactness of the restriction set are proved assuring the existence of a minimax estimator. When the restriction set is not compact a minimax estimator may still exist for special loss functions arid regression designs
Estimating regression models with unknown break-points.
2003
This paper deals with fitting piecewise terms in regression models where one or more break-points are true parameters of the model. For estimation, a simple linearization technique is called for, taking advantage of the linear formulation of the problem. As a result, the method is suitable for any regression model with linear predictor and so current software can be used; threshold modelling as function of explanatory variables is also allowed. Differences between the other procedures available are shown and relative merits discussed. Simulations and two examples are presented to illustrate the method.
Permutation Tests in Linear Regression
2015
Exact permutation tests are available only in rather simple linear models. The problem is that, although standard assumptions allow permuting the errors of the model, we cannot permute them in practice, because they are unobservable. Nevertheless, the residuals of the model can be permuted. A proof is given here which shows that it is possible to approximate the unobservable permutation distribution where the true errors are permuted by permuting the residuals. It is shown that approximation holds asymptotically and almost surely for certain quadratic statistics as well as for statistics which are expressible as the maximum of appropriate linear functions. The result is applied to testing t…