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):

Report Date:

1970-08-10

Pagination or Media Count:

25.0

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 Xh will not in general satisfy Lindleys 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

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE