Knowledge (XXG)

Total least squares

Source 📝

4768:
adding quantities measured in different units, which is meaningless. Secondly, if we rescale one of the variables e.g., measure in grams rather than kilograms, then we shall end up with different results (a different line). To avoid these problems it is sometimes suggested that we convert to dimensionless variables—this may be called normalization or standardization. However, there are various ways of doing this, and these lead to fitted models which are not equivalent to each other. One approach is to normalize by known (or estimated) measurement precision thereby minimizing the
6233: 405: 4787:. For a meaningful model we require this property to hold. A way forward is to realise that residuals (distances) measured in different units can be combined if multiplication is used instead of addition. Consider fitting a line: for each data point the product of the vertical and horizontal residuals equals twice the area of the triangle formed by the residual lines and the fitted line. We choose the line which minimizes the sum of these areas. Nobel laureate 2985: 449: 2621: 3744: 1671: 2980:{\displaystyle ={\begin{bmatrix}\Sigma _{X}&0\\0&\Sigma _{Y}\end{bmatrix}}{\begin{bmatrix}V_{XX}&V_{XY}\\V_{YX}&V_{YY}\end{bmatrix}}^{*}={\begin{bmatrix}\Sigma _{X}&0\\0&\Sigma _{Y}\end{bmatrix}}{\begin{bmatrix}V_{XX}^{*}&V_{YX}^{*}\\V_{XY}^{*}&V_{YY}^{*}\end{bmatrix}}} 5253:, Documented Fortran 77 programs of the extended classical total least squares algorithm, the partial singular value decomposition algorithm and the partial total least squares algorithm, Internal Report ESAT-KUL 88/1, ESAT Lab., Dept. of Electrical Engineering, Katholieke Universiteit Leuven, 1988. 4746:
When the independent variable is error-free a residual represents the "vertical" distance between the observed data point and the fitted curve (or surface). In total least squares a residual represents the distance between a data point and the fitted curve measured along some direction. In fact, if
3504: 4791:
proved in 1942 that, in two dimensions, it is the only line expressible solely in terms of the ratios of standard deviations and the correlation coefficient which (1) fits the correct equation when the observations fall on a straight line, (2) exhibits scale invariance, and (3) exhibits invariance
3293: 1278: 4767:
A serious difficulty arises if the variables are not measured in the same units. First consider measuring distance between a data point and the line: what are the measurement units for this distance? If we consider measuring distance based on Pythagoras' Theorem then it is clear that we shall be
4204: 4955: 3519: 4823:
Tofallis (2015, 2023) has extended this approach to deal with multiple variables. The calculations are simpler than for total least squares as they only require knowledge of covariances, and can be computed using standard spreadsheet functions.
1996: 4695: 1380: 1477: 3304: 3075: 1149: 1009: 1465: 2017:
As was shown in 1980 by Golub and Van Loan, the TLS problem does not have a solution in general. The following considers the simple case where a unique solution exists without making any particular assumptions.
1848: 2228: 815: 1137: 3864: 4982: 5688: 2412: 667: 3976: 5031: 1754: 1857:
th point is determined by the variances of both independent and dependent variables and by the model being used to fit the data. The expression may be generalized by noting that the parameter
2312:, the square root of the sum of the squares of all entries in a matrix and so equivalently the square root of the sum of squares of the lengths of the rows or columns of the matrix. 5057: 5004: 622: 4891: 4273: 581: 5274:
M. Plešinger, The Total Least Squares Problem and Reduction of Data in AX ≈ B. Doctoral Thesis, TU of Liberec and Institute of Computer Science, AS CR Prague, 2008. Ph.D. Thesis
3739:{\displaystyle =-U_{Y}\Sigma _{Y}{\begin{bmatrix}V_{XY}\\V_{YY}\end{bmatrix}}^{*}=-{\begin{bmatrix}V_{XY}\\V_{YY}\end{bmatrix}}{\begin{bmatrix}V_{XY}\\V_{YY}\end{bmatrix}}^{*}.} 1070: 1041: 889: 860: 746: 5681: 2306: 752:. The independent variables are assumed to be error-free. The parameter estimates are found by setting the gradient equations to zero, which results in the normal equations 4720: 3968: 2055: 2468: 4508: 3927: 3897: 1883: 1875: 2442: 1080:
respectively. Clearly these residuals cannot be independent of each other, but they must be constrained by some kind of relationship. Writing the model function as
2583: 5750: 5674: 1666:{\displaystyle \mathbf {M=K_{x}M_{x}K_{x}^{T}+K_{y}M_{y}K_{y}^{T};\ K_{x}=-{\frac {\partial f}{\partial r_{x}}},\ K_{y}=-{\frac {\partial f}{\partial r_{y}}}} .} 4588: 4564: 4544: 3067: 3047: 3027: 5075:
is used here to reflect the notation used in the earlier part of the article. In the computational literature the problem has been more commonly presented as
4612: 2613: 2528: 2498: 2261: 1297: 3499:{\displaystyle =-{\begin{bmatrix}0_{n\times n}&0\\0&\Sigma _{Y}\end{bmatrix}}{\begin{bmatrix}V_{XX}&V_{XY}\\V_{YX}&V_{YY}\end{bmatrix}}^{*}.} 3288:{\displaystyle ={\begin{bmatrix}\Sigma _{X}&0\\0&0_{k\times k}\end{bmatrix}}{\begin{bmatrix}V_{XX}&V_{XY}\\V_{YX}&V_{YY}\end{bmatrix}}^{*}} 1273:{\displaystyle \mathbf {F=\Delta y-{\frac {\partial f}{\partial r_{x}}}r_{x}-{\frac {\partial f}{\partial r_{y}}}r_{y}-X\Delta {\boldsymbol {\beta }}=0} .} 5287:, The total least squares problem in AX ≈ B. A new classification with the relationship to the classical works. SIMAX vol. 32 issue 3 (2011), pp. 748–770. 5759: 897: 5764: 492:
data modeling technique in which observational errors on both dependent and independent variables are taken into account. It is a generalization of
435: 6197: 345: 1388: 2002: 4526:, see also. All modern implementations based, for example, on solving a sequence of ordinary least squares problems, approximate the matrix 6092: 5732: 335: 4751:, that is, the residual vector is perpendicular to the tangent of the curve. For this reason, this type of regression is sometimes called 1765: 2117: 758: 6072: 5722: 5477: 5223: 5200: 1083: 599: 591: 3763: 5992: 5156: 4960: 5798: 299: 2321: 4748: 4723: 4199:{\displaystyle {\begin{bmatrix}-V_{XY}V_{YY}^{-1}\\-V_{YY}V_{YY}^{-1}\end{bmatrix}}={\begin{bmatrix}B\\-I_{k}\end{bmatrix}}=0,} 350: 288: 108: 83: 4747:
both variables are measured in the same units and the errors on both variables are the same, then the residual represents the
6034: 4869: 630: 485: 210: 5398:
Warton, David I.; Wright, Ian J.; Falster, Daniel S.; Westoby, Mark (2006). "Bivariate line-fitting methods for allometry".
169: 5009: 1695: 6268: 6220: 6120: 6110: 6029: 5974: 4864: 2022: 428: 4792:
under interchange of variables. This solution has been rediscovered in different disciplines and is variously known as
6247: 6062: 371: 5547: 5178:
G. H. Golub and C. F. Van Loan, An analysis of the total least squares problem. Numer. Anal., 17, 1980, pp. 883–893.
6283: 5742: 717: 340: 309: 236: 6087: 5914: 5878: 5847: 4844: 330: 319: 283: 190: 6067: 5622:, in Proc. IEEE Int. Conf. Acoust., Speech, Signal Process. (ICASSP’87), Apr. 1987, vol. 12, pp. 1485–1488. 3006: 391: 5945: 5909: 5837: 5727: 5709: 4603: 262: 185: 78: 57: 5558: 5464:
Tofallis, Chris (2002). "Model Fitting for Multiple Variables by Minimising the Geometric Mean Deviation". In
4950:{\displaystyle \mathbf {X^{T}WX{\boldsymbol {\Delta }}{\boldsymbol {\beta }}=X^{T}W{\boldsymbol {\Delta }}y} } 5544:
The total least squares problem in AX ≈ B. A new classification with the relationship to the classical works.
5808: 5040: 4987: 605: 421: 314: 4215: 542: 6278: 6273: 6161: 5987: 5852: 5842: 5793: 5407: 508: 278: 273: 215: 6242: 6202: 6166: 6151: 6102: 6046: 5873: 5309: 4741: 497: 366: 62: 6232: 404: 5265:, The extended classical total least squares algorithm, J. Comput. Appl. Math., 25, pp. 111–119, 1989. 1046: 1017: 865: 836: 722: 6207: 6146: 6133: 6082: 5982: 5904: 5883: 5857: 5146: 4777: 4769: 1288: 386: 376: 257: 225: 180: 159: 67: 5412: 2278: 452:
The bivariate (Deming regression) case of total least squares. The red lines show the error in both
6225: 6156: 6041: 6008: 5960: 5950: 5929: 5924: 5785: 5770: 5701: 5192: 4849: 4833: 460:. This is different from the traditional least squares method which measures error parallel to the 205: 200: 154: 103: 93: 38: 4783:
In short, total least squares does not have the property of units-invariance—i.e. it is not
4703: 3932: 602:
the model contains equations which are linear in the parameters appearing in the parameter vector
6237: 6141: 6130: 5955: 5433: 5353: 4773: 2031: 529: 477: 409: 138: 123: 503:
The total least squares approximation of the data is generically equivalent to the best, in the
5501:
Tofallis, Chris (2015). "Fitting Equations to Data with the Perfect Correlation Relationship".
2447: 1991:{\displaystyle M_{ii}=\sigma _{y,i}^{2}+\left({\frac {dy}{dx}}\right)_{i}^{2}\sigma _{x,i}^{2}} 6192: 5919: 5829: 5820: 5601: 5577: 5539: 5506: 5502: 5487: 5483: 5473: 5465: 5425: 5284: 5262: 5250: 5234: 5219: 5152: 5116: 4854: 4838: 4567: 493: 195: 98: 52: 5582:
Total Least Squares and Errors-in-Variables Modeling: Analysis, Algorithms and Applications
17: 5888: 5755: 5641: 5609: 5568: 5417: 5380: 5345: 4784: 4483: 3902: 3872: 2264: 1860: 220: 149: 5661: 5470:
Total Least Squares and Errors-in-Variables Modeling: Analysis, Algorithms and Applications
4606:
similar reasoning shows that the normal equations for an iteration cycle can be written as
2420: 6171: 6077: 6013: 5322: 2537: 381: 88: 6018: 5519:
Tofallis, C. (2023). Fitting an Equation to Data Impartially. Mathematics, 11(18), 3957.
4690:{\displaystyle \mathbf {J^{T}M^{-1}J\Delta {\boldsymbol {\beta }}=J^{T}M^{-1}\Delta y} ,} 1375:{\displaystyle \mathbf {X^{T}M^{-1}X\Delta {\boldsymbol {\beta }}=X^{T}M^{-1}\Delta y} ,} 5666: 5124: 1471:
is the variance-covariance matrix relative to both independent and dependent variables.
6115: 4788: 4573: 4549: 4529: 3052: 3032: 3012: 2309: 504: 133: 5557:
Doctoral Thesis, TU of Liberec and Institute of Computer Science, AS CR Prague, 2008.
2588: 2503: 2473: 2236: 708:
matrix whose elements are either constants or functions of the independent variables,
464:
axis. The case shown, with deviations measured perpendicularly, arises when errors in
6262: 6187: 5717: 5697: 5188: 4859: 4735: 525: 489: 252: 128: 5437: 448: 118: 3929:
is singular is not well understood yet), we can then right multiply both sides by
3899:
is nonsingular, which is not always the case (note that the behavior of TLS when
5775: 5629:, in Nieuw Archief voor Wiskunde, Vierde serie, deel 14, 1996, pp. 237–253 164: 113: 4480:
The way described above of solving the problem, which requires that the matrix
4400:% Take the block of V consisting of the first n rows and the n+1 to last column 3970:
to bring the bottom block of the right matrix to the negative identity, giving
1004:{\displaystyle S=\mathbf {r_{x}^{T}M_{x}^{-1}r_{x}+r_{y}^{T}M_{y}^{-1}r_{y}} ,} 5421: 4279: 5650: 4523: 5613: 4522:
The standard implementation of classical TLS algorithm is available through
5591:
IEEE Trans. Signal Process., vol. 53, no. 6, pp. 2112–2123, Jun. 2005.
5429: 3009:, the approximation minimising the norm of the error is such that matrices 1460:{\displaystyle \mathbf {X^{T}M^{-1}X{\boldsymbol {\beta }}=X^{T}M^{-1}y} ,} 5371:
Ricker, W. E. (1975). "A note concerning Professor Jolicoeur's Comments".
5630: 5598:
IEEE Trans. Signal Process., vol. 41, no. 1, pp. 407–411, Jan. 1993.
5589:
Consistent normalized least mean square filtering with noisy data matrix.
5298: 5658:
Weighted total least squares formulated by standard least squares theory
5523: 5357: 1283:
Thus, the problem is to minimize the objective function subject to the
5572: 5606:
The Total Least Squares Problems: Computational Aspects and Analysis.
5645: 5520: 5384: 5349: 5239:
The Total Least Squares Problems: Computational Aspects and Analysis
1843:{\displaystyle M_{ii}=\sigma _{y,i}^{2}+\beta ^{2}\sigma _{x,i}^{2}} 891:
respectively. In this case the objective function can be written as
2223:{\displaystyle \mathrm {argmin} _{B,E,F}\|\|_{F},\qquad (X+E)B=Y+F} 4736:
Curve fitting § Algebraic fit versus geometric fit for curves
447: 2025:(SVD) is described in standard texts. We can solve the equation 833:
are observed subject to error, with variance-covariance matrices
810:{\displaystyle \mathbf {X^{T}WX{\boldsymbol {\beta }}=X^{T}Wy} .} 5555:
The Total Least Squares Problem and Reduction of Data in AX ≈ B.
5546:
SIMAX vol. 32 issue 3 (2011), pp. 748–770. Available as a
5336:
Samuelson, Paul A. (1942). "A Note on Alternative Regressions".
1132:{\displaystyle \mathbf {f(r_{x},r_{y},{\boldsymbol {\beta }})} } 5670: 5584:. Dordrecht, The Netherlands: Kluwer Academic Publishers, 2002. 3859:{\displaystyle {\begin{bmatrix}V_{XY}\\V_{YY}\end{bmatrix}}=0.} 2585:
to be the singular value decomposition of the augmented matrix
1689:
are diagonal. Then, take the example of straight line fitting.
1291:. After some algebraic manipulations, the result is obtained. 4977:{\displaystyle {\boldsymbol {\Delta }}{\boldsymbol {\beta }}} 4749:
shortest distance between the data point and the fitted curve
4841:, a special case with two predictors and independent errors. 3069:
singular values are replaced with zeroes. That is, we want
500:, and can be applied to both linear and non-linear models. 4510:
is nonsingular, can be slightly extended by the so-called
2407:{\displaystyle {\begin{bmatrix}B\\-I_{k}\end{bmatrix}}=0.} 2009:
translates to a large error on y when the slope is large.
5538:
I. Hnětynková, M. Plešinger, D. M. Sima, Z. Strakoš, and
5283:
I. Hnětynková, M. Plešinger, D. M. Sima, Z. Strakoš, and
2994:
is partitioned into blocks corresponding to the shape of
5596:
The data least squares problem and channel equalization.
5135:
W.E. Deming, Statistical Adjustment of Data, Wiley, 1943
5660:, in Journal of Geodetic Science, 2 (2): 113–124, 2012 5567:
SIAM J. Matrix Anal. Appl. 27, 2006, pp. 861–875.
662:{\displaystyle \mathbf {r=y-X{\boldsymbol {\beta }}} .} 4984:
is the parameter shift from some starting estimate of
4156: 4022: 3809: 3686: 3639: 3568: 3416: 3359: 3208: 3151: 2886: 2836: 2724: 2673: 2367: 5640:
SIAM J. on Numer. Anal., 17, 1980, pp. 883–893.
5043: 5037:
and the value calculated using the starting value of
5012: 4990: 4963: 4894: 4706: 4615: 4576: 4552: 4532: 4486: 4218: 3979: 3935: 3905: 3875: 3766: 3522: 3307: 3078: 3055: 3035: 3015: 2624: 2591: 2540: 2506: 2476: 2450: 2423: 2324: 2281: 2239: 2120: 2034: 1886: 1863: 1768: 1698: 1480: 1391: 1300: 1152: 1086: 1049: 1020: 900: 868: 839: 761: 725: 633: 608: 545: 4776:
solution; the unknown precisions could be found via
1681:
When the data errors are uncorrelated, all matrices
6180: 6129: 6101: 6055: 6001: 5973: 5938: 5897: 5866: 5828: 5817: 5784: 5741: 5708: 5026:{\displaystyle {\boldsymbol {\Delta }}\mathbf {y} } 1749:{\displaystyle f(x_{i},\beta )=\alpha +\beta x_{i}} 5218:, Society for Industrial and Applied Mathematics. 5051: 5025: 4998: 4976: 4949: 4714: 4689: 4582: 4558: 4538: 4502: 4267: 4198: 3962: 3921: 3891: 3858: 3738: 3498: 3287: 3061: 3041: 3021: 2979: 2607: 2577: 2522: 2492: 2462: 2436: 2406: 2300: 2255: 2222: 2049: 1990: 1869: 1842: 1748: 1665: 1459: 1374: 1272: 1131: 1064: 1035: 1003: 883: 854: 809: 740: 661: 616: 575: 5373:Journal of the Fisheries Research Board of Canada 5123:Signal Processing, vol. 87, pp. 2283–2302, 2007. 1125: 1091: 5638:An analysis of the total least squares problem. 4570:and Vandewalle. It is worth noting, that this 2001:An expression of this type is used in fitting 5682: 429: 8: 5216:Numerical Methods for Least Squares Problems 2289: 2282: 2177: 2160: 821:Allowing observation errors in all variables 5825: 5689: 5675: 5667: 5608:SIAM Publications, Philadelphia PA, 1991. 5565:Core problems in linear algebraic systems. 5095:matrix of unknown regression coefficients. 4132: 3998: 3785: 3627: 3529: 3340: 3314: 3132: 3097: 2817: 2654: 2631: 2598: 2513: 2483: 2470:identity matrix. The goal is then to find 2343: 2246: 2169: 436: 422: 29: 5411: 5044: 5042: 5018: 5013: 5011: 4991: 4989: 4969: 4964: 4962: 4938: 4929: 4917: 4912: 4900: 4895: 4893: 4772:from the points to the line, providing a 4707: 4705: 4668: 4658: 4646: 4631: 4621: 4616: 4614: 4575: 4551: 4531: 4491: 4485: 4253: 4245: 4232: 4217: 4173: 4151: 4094: 4086: 4073: 4053: 4045: 4032: 4017: 3978: 3951: 3943: 3934: 3910: 3904: 3880: 3874: 3833: 3816: 3804: 3765: 3727: 3710: 3693: 3681: 3663: 3646: 3634: 3609: 3592: 3575: 3563: 3556: 3546: 3521: 3487: 3470: 3455: 3438: 3423: 3411: 3396: 3366: 3354: 3345: 3334: 3306: 3279: 3262: 3247: 3230: 3215: 3203: 3182: 3158: 3146: 3137: 3126: 3077: 3054: 3034: 3014: 2963: 2955: 2943: 2935: 2921: 2913: 2901: 2893: 2881: 2867: 2843: 2831: 2822: 2811: 2795: 2778: 2763: 2746: 2731: 2719: 2704: 2680: 2668: 2659: 2648: 2623: 2590: 2569: 2539: 2505: 2475: 2449: 2428: 2422: 2384: 2362: 2323: 2292: 2280: 2238: 2180: 2142: 2122: 2119: 2033: 1982: 1971: 1961: 1956: 1932: 1918: 1907: 1891: 1885: 1862: 1834: 1823: 1813: 1800: 1789: 1773: 1767: 1740: 1709: 1697: 1650: 1632: 1620: 1601: 1583: 1571: 1555: 1550: 1540: 1530: 1517: 1512: 1502: 1492: 1481: 1479: 1441: 1431: 1419: 1407: 1397: 1392: 1390: 1353: 1343: 1331: 1316: 1306: 1301: 1299: 1255: 1240: 1227: 1209: 1200: 1187: 1169: 1153: 1151: 1120: 1111: 1098: 1087: 1085: 1056: 1051: 1048: 1027: 1022: 1019: 991: 978: 973: 963: 958: 945: 932: 927: 917: 912: 907: 899: 875: 870: 867: 846: 841: 838: 791: 779: 767: 762: 760: 732: 727: 724: 650: 634: 632: 609: 607: 557: 552: 544: 5121:Overview of total least squares methods. 4796:(Ricker 1975, Warton et al., 2006), the 1287:constraints. It is solved by the use of 6198:Numerical smoothing and differentiation 5108: 5045: 4992: 4970: 4918: 4881: 4647: 1420: 1332: 1256: 1121: 780: 651: 610: 358: 244: 44: 37: 5627:An introduction to total least squares 5318: 5307: 5299:"Two Dimensional Euclidean Regression" 5052:{\displaystyle {\boldsymbol {\beta }}} 4999:{\displaystyle {\boldsymbol {\beta }}} 4802:geometric mean functional relationship 617:{\displaystyle {\boldsymbol {\beta }}} 5241:. SIAM Publications, Philadelphia PA. 5148:Data Fitting in the Chemical Sciences 4566:in the literature), as introduced by 4268:{\displaystyle B=-V_{XY}V_{YY}^{-1}.} 576:{\displaystyle S=\mathbf {r^{T}Wr} ,} 7: 5733:Iteratively reweighted least squares 5656:A. R. Amiri-Simkooei and S. Jazaeri 5524:https://doi.org/10.3390/math11183957 4753:two dimensional Euclidean regression 5472:. Dordrecht: Kluwer Academic Publ. 4451:% Take the bottom-right block of V. 4319:% n is the width of X (X is m by n) 3509:We can then remove blocks from the 1613: 1564: 1139:, the constraints are expressed by 5751:Pearson product-moment correlation 5651:Perpendicular Regression Of A Line 5201:The Johns Hopkins University Press 3553: 3393: 3155: 3049:are unchanged, while the smallest 2864: 2840: 2701: 2677: 2553: 2138: 2135: 2132: 2129: 2126: 2123: 1643: 1635: 1594: 1586: 1220: 1212: 1180: 1172: 25: 5594:R. D. DeGroat and E. M. Dowling, 5521:https://ssrn.com/abstract=4556739 2021:The computation of the TLS using 6231: 5636:G. H. Golub and C. F. Van Loan, 5019: 5014: 4965: 4943: 4939: 4935: 4930: 4926: 4922: 4913: 4909: 4906: 4901: 4897: 4708: 4680: 4677: 4672: 4669: 4665: 4659: 4655: 4651: 4643: 4640: 4635: 4632: 4628: 4622: 4618: 1853:showing how the variance at the 1651: 1647: 1638: 1629: 1626: 1621: 1617: 1610: 1602: 1598: 1589: 1580: 1577: 1572: 1568: 1561: 1556: 1551: 1547: 1541: 1537: 1531: 1527: 1523: 1518: 1513: 1509: 1503: 1499: 1493: 1489: 1485: 1482: 1450: 1445: 1442: 1438: 1432: 1428: 1424: 1416: 1411: 1408: 1404: 1398: 1394: 1365: 1362: 1357: 1354: 1350: 1344: 1340: 1336: 1328: 1325: 1320: 1317: 1313: 1307: 1303: 1263: 1260: 1252: 1249: 1246: 1241: 1237: 1228: 1224: 1215: 1206: 1201: 1197: 1188: 1184: 1175: 1166: 1163: 1160: 1157: 1154: 1117: 1112: 1108: 1104: 1099: 1095: 1088: 1065:{\displaystyle \mathbf {r} _{y}} 1052: 1036:{\displaystyle \mathbf {r} _{x}} 1023: 992: 988: 982: 979: 974: 970: 964: 959: 955: 951: 946: 942: 936: 933: 928: 924: 918: 913: 909: 884:{\displaystyle \mathbf {M} _{y}} 871: 855:{\displaystyle \mathbf {M} _{x}} 842: 800: 797: 792: 788: 784: 776: 773: 768: 764: 741:{\displaystyle \mathbf {M} _{y}} 728: 716:is, ideally, the inverse of the 647: 644: 641: 638: 635: 624:, so the residuals are given by 566: 563: 558: 554: 403: 5620:Constrained total least squares 3513:and Σ matrices, simplifying to 2189: 351:Least-squares spectral analysis 289:Generalized estimating equation 109:Multinomial logistic regression 84:Vector generalized linear model 5454:, 3rd edition, pp. 92–96. 1998 4870:Principal component regression 4148: 4145: 4133: 4129: 4117: 4114: 4014: 4011: 3999: 3995: 3983: 3980: 3801: 3798: 3786: 3782: 3770: 3767: 3631: 3621: 3533: 3523: 3351: 3327: 3318: 3308: 3143: 3119: 3113: 3110: 3098: 3094: 3082: 3079: 2828: 2804: 2665: 2641: 2635: 2625: 2602: 2592: 2566: 2559: 2556: 2550: 2547: 2541: 2517: 2507: 2487: 2477: 2359: 2356: 2344: 2340: 2328: 2325: 2301:{\displaystyle \|\cdot \|_{F}} 2250: 2240: 2202: 2190: 2173: 2163: 2095:that minimizes error matrices 1721: 1702: 486:errors-in-variables regression 1: 5618:T. Abatzoglou and J. Mendel, 528:method of data modeling, the 170:Nonlinear mixed-effects model 18:Reduced major axis regression 6221:Regression analysis category 6111:Response surface methodology 4865:Principal component analysis 4715:{\displaystyle \mathbf {J} } 3963:{\displaystyle -V_{YY}^{-1}} 2023:singular value decomposition 6093:Frisch–Waugh–Lovell theorem 6063:Mean and predicted response 5452:Applied Regression Analysis 4814:line of organic correlation 4282:implementation of this is: 2050:{\displaystyle XB\approx Y} 372:Mean and predicted response 6300: 5743:Correlation and dependence 5033:is the difference between 4804:(Draper and Smith, 1998), 4739: 4733: 4730:Geometrical interpretation 4331:% Z is X augmented with Y. 1877:is the slope of the line. 718:variance-covariance matrix 598:is a weighting matrix. In 165:Linear mixed-effects model 6216: 6088:Minimum mean-square error 5975:Decomposition of variance 5879:Growth curve (statistics) 5848:Generalized least squares 5563:C. C. Paige, Z. Strakoš, 5468:; Lemmerling, P. (eds.). 5450:Draper, NR and Smith, H. 5422:10.1017/S1464793106007007 5237:and J. Vandewalle (1991) 4845:Errors-in-variables model 4806:least products regression 2500:that reduces the rank of 2463:{\displaystyle k\times k} 2315:This can be rewritten as 2091:That is, we seek to find 331:Least absolute deviations 5946:Generalized linear model 5838:Simple linear regression 5728:Non-linear least squares 5710:Computational statistics 4284: 79:Generalized linear model 5614:10.1137/1.9781611971002 5083:, i.e. with the letter 4888:An alternative form is 4794:standardised major axis 4763:Scale invariant methods 4512:classical TLS algorithm 2111:respectively. That is, 2013:Algebraic point of view 2005:where a small error on 825:Now, suppose that both 6238:Mathematics portal 6162:Orthogonal polynomials 5988:Analysis of covariance 5853:Weighted least squares 5843:Ordinary least squares 5794:Ordinary least squares 5317:Cite journal requires 5053: 5027: 5000: 4978: 4951: 4716: 4691: 4584: 4560: 4540: 4504: 4503:{\displaystyle V_{YY}} 4269: 4200: 3964: 3923: 3922:{\displaystyle V_{YY}} 3893: 3892:{\displaystyle V_{YY}} 3860: 3740: 3500: 3289: 3063: 3043: 3023: 2981: 2609: 2579: 2524: 2494: 2464: 2438: 2408: 2302: 2257: 2224: 2051: 1992: 1871: 1870:{\displaystyle \beta } 1844: 1750: 1667: 1461: 1376: 1274: 1133: 1066: 1037: 1005: 885: 856: 811: 742: 663: 618: 577: 509:low-rank approximation 473: 410:Mathematics portal 336:Iteratively reweighted 6203:System identification 6167:Chebyshev polynomials 6152:Numerical integration 6103:Design of experiments 6047:Regression validation 5874:Polynomial regression 5799:Partial least squares 5587:S. Jo and S. W. Kim, 5054: 5028: 5001: 4979: 4952: 4757:orthogonal regression 4742:Orthogonal regression 4740:Further information: 4717: 4692: 4585: 4561: 4541: 4505: 4270: 4201: 3965: 3924: 3894: 3861: 3741: 3501: 3290: 3064: 3044: 3024: 2982: 2610: 2580: 2525: 2495: 2465: 2439: 2437:{\displaystyle I_{k}} 2409: 2303: 2258: 2225: 2052: 1993: 1872: 1845: 1751: 1668: 1462: 1377: 1275: 1143:condition equations. 1134: 1072:are the residuals in 1067: 1038: 1006: 886: 857: 812: 743: 664: 619: 578: 498:orthogonal regression 472:have equal variances. 451: 367:Regression validation 346:Bayesian multivariate 63:Polynomial regression 27:Statistical technique 6208:Moving least squares 6147:Approximation theory 6083:Studentized residual 6073:Errors and residuals 6068:Gauss–Markov theorem 5983:Analysis of variance 5905:Nonlinear regression 5884:Segmented regression 5858:General linear model 5776:Confounding variable 5723:Linear least squares 5193:Van Loan, Charles F. 5145:Gans, Peter (1992). 5041: 5010: 4988: 4961: 4892: 4778:analysis of variance 4770:Mahalanobis distance 4704: 4613: 4592:not the TLS solution 4574: 4550: 4530: 4484: 4355:% find the SVD of Z. 4216: 3977: 3933: 3903: 3873: 3764: 3520: 3305: 3076: 3053: 3033: 3013: 3007:Eckart–Young theorem 2622: 2589: 2578:{\displaystyle ^{*}} 2538: 2504: 2474: 2448: 2421: 2322: 2279: 2237: 2118: 2032: 1884: 1861: 1766: 1696: 1478: 1389: 1298: 1289:Lagrange multipliers 1150: 1084: 1047: 1018: 898: 866: 837: 759: 748:of the observations 723: 712:. The weight matrix 631: 606: 600:linear least squares 586:is minimized, where 543: 511:of the data matrix. 392:Gauss–Markov theorem 387:Studentized residual 377:Errors and residuals 211:Principal components 181:Nonlinear regression 68:General linear model 6269:Applied mathematics 6226:Statistics category 6157:Gaussian quadrature 6042:Model specification 6009:Stepwise regression 5867:Predictor structure 5804:Total least squares 5786:Regression analysis 5771:Partial correlation 5702:regression analysis 5604:and J. Vandewalle, 5580:and P. Lemmerling, 5214:Bjõrck, Ake (1996) 5197:Matrix Computations 4850:Gauss-Helmert model 4834:Regression dilution 4820:(Tofallis, 2002). 4810:diagonal regression 4261: 4102: 4061: 3959: 2968: 2948: 2926: 2906: 1987: 1966: 1923: 1839: 1805: 1560: 1522: 986: 968: 940: 922: 482:total least squares 237:Errors-in-variables 104:Logistic regression 94:Binomial regression 39:Regression analysis 33:Part of a series on 6243:Statistics outline 6142:Numerical analysis 5466:Van Huffel, Sabine 5400:Biological Reviews 5049: 5023: 4996: 4974: 4947: 4798:reduced major axis 4774:maximum-likelihood 4712: 4687: 4604:non-linear systems 4580: 4556: 4536: 4500: 4265: 4241: 4196: 4181: 4105: 4082: 4041: 3960: 3939: 3919: 3889: 3856: 3844: 3736: 3721: 3674: 3603: 3496: 3481: 3404: 3285: 3273: 3196: 3059: 3039: 3019: 2977: 2971: 2951: 2931: 2909: 2889: 2875: 2789: 2712: 2605: 2575: 2520: 2490: 2460: 2434: 2404: 2392: 2298: 2253: 2220: 2047: 1988: 1967: 1927: 1903: 1867: 1840: 1819: 1785: 1746: 1663: 1546: 1508: 1457: 1372: 1270: 1129: 1062: 1033: 1001: 969: 954: 923: 908: 881: 852: 807: 738: 659: 614: 573: 530:objective function 478:applied statistics 474: 124:Multinomial probit 6284:Regression models 6256: 6255: 6248:Statistics topics 6193:Calibration curve 6002:Model exploration 5969: 5968: 5939:Non-normal errors 5830:Linear regression 5821:statistical model 5573:10.1137/040616991 5297:Stein, Yaakov J. 5115:I. Markovsky and 4855:Linear regression 4839:Deming regression 4755:(Stein, 1983) or 4583:{\displaystyle B} 4559:{\displaystyle X} 4539:{\displaystyle B} 3298:so by linearity, 3062:{\displaystyle k} 3042:{\displaystyle V} 3022:{\displaystyle U} 2275:side by side and 2003:pH titration data 1950: 1657: 1615: 1608: 1566: 1385:or alternatively 1234: 1194: 590:is the vector of 494:Deming regression 446: 445: 99:Binary regression 58:Simple regression 53:Linear regression 16:(Redirected from 6291: 6236: 6235: 5993:Multivariate AOV 5889:Local regression 5826: 5818:Regression as a 5809:Ridge regression 5756:Rank correlation 5691: 5684: 5677: 5668: 5526: 5517: 5511: 5510: 5498: 5492: 5491: 5461: 5455: 5448: 5442: 5441: 5415: 5395: 5389: 5388: 5379:(8): 1494–1498. 5368: 5362: 5361: 5333: 5327: 5326: 5320: 5315: 5313: 5305: 5303: 5294: 5288: 5281: 5275: 5272: 5266: 5260: 5254: 5248: 5242: 5232: 5226: 5212: 5206: 5204: 5199:(3rd ed.). 5185: 5179: 5176: 5170: 5169: 5167: 5165: 5142: 5136: 5133: 5127: 5113: 5096: 5065: 5059: 5058: 5056: 5055: 5050: 5048: 5032: 5030: 5029: 5024: 5022: 5017: 5005: 5003: 5002: 4997: 4995: 4983: 4981: 4980: 4975: 4973: 4968: 4956: 4954: 4953: 4948: 4946: 4942: 4934: 4933: 4921: 4916: 4905: 4904: 4886: 4818:least areas line 4721: 4719: 4718: 4713: 4711: 4696: 4694: 4693: 4688: 4683: 4676: 4675: 4663: 4662: 4650: 4639: 4638: 4626: 4625: 4598:Non-linear model 4589: 4587: 4586: 4581: 4565: 4563: 4562: 4557: 4545: 4543: 4542: 4537: 4509: 4507: 4506: 4501: 4499: 4498: 4476: 4473: 4470: 4467: 4464: 4461: 4458: 4455: 4452: 4449: 4446: 4443: 4440: 4437: 4434: 4431: 4428: 4425: 4422: 4419: 4416: 4413: 4410: 4407: 4404: 4401: 4398: 4395: 4392: 4389: 4386: 4383: 4380: 4377: 4374: 4371: 4368: 4365: 4362: 4359: 4356: 4353: 4350: 4347: 4344: 4341: 4338: 4335: 4332: 4329: 4326: 4323: 4320: 4317: 4314: 4311: 4308: 4305: 4302: 4298: 4295: 4292: 4288: 4274: 4272: 4271: 4266: 4260: 4252: 4240: 4239: 4205: 4203: 4202: 4197: 4186: 4185: 4178: 4177: 4110: 4109: 4101: 4093: 4081: 4080: 4060: 4052: 4040: 4039: 3969: 3967: 3966: 3961: 3958: 3950: 3928: 3926: 3925: 3920: 3918: 3917: 3898: 3896: 3895: 3890: 3888: 3887: 3865: 3863: 3862: 3857: 3849: 3848: 3841: 3840: 3824: 3823: 3745: 3743: 3742: 3737: 3732: 3731: 3726: 3725: 3718: 3717: 3701: 3700: 3679: 3678: 3671: 3670: 3654: 3653: 3614: 3613: 3608: 3607: 3600: 3599: 3583: 3582: 3561: 3560: 3551: 3550: 3505: 3503: 3502: 3497: 3492: 3491: 3486: 3485: 3478: 3477: 3463: 3462: 3446: 3445: 3431: 3430: 3409: 3408: 3401: 3400: 3377: 3376: 3350: 3349: 3339: 3338: 3294: 3292: 3291: 3286: 3284: 3283: 3278: 3277: 3270: 3269: 3255: 3254: 3238: 3237: 3223: 3222: 3201: 3200: 3193: 3192: 3163: 3162: 3142: 3141: 3131: 3130: 3068: 3066: 3065: 3060: 3048: 3046: 3045: 3040: 3028: 3026: 3025: 3020: 2986: 2984: 2983: 2978: 2976: 2975: 2967: 2962: 2947: 2942: 2925: 2920: 2905: 2900: 2880: 2879: 2872: 2871: 2848: 2847: 2827: 2826: 2816: 2815: 2800: 2799: 2794: 2793: 2786: 2785: 2771: 2770: 2754: 2753: 2739: 2738: 2717: 2716: 2709: 2708: 2685: 2684: 2664: 2663: 2653: 2652: 2614: 2612: 2611: 2608:{\displaystyle } 2606: 2584: 2582: 2581: 2576: 2574: 2573: 2529: 2527: 2526: 2523:{\displaystyle } 2521: 2499: 2497: 2496: 2493:{\displaystyle } 2491: 2469: 2467: 2466: 2461: 2443: 2441: 2440: 2435: 2433: 2432: 2413: 2411: 2410: 2405: 2397: 2396: 2389: 2388: 2307: 2305: 2304: 2299: 2297: 2296: 2265:augmented matrix 2262: 2260: 2259: 2256:{\displaystyle } 2254: 2229: 2227: 2226: 2221: 2185: 2184: 2159: 2158: 2141: 2056: 2054: 2053: 2048: 1997: 1995: 1994: 1989: 1986: 1981: 1965: 1960: 1955: 1951: 1949: 1941: 1933: 1922: 1917: 1899: 1898: 1876: 1874: 1873: 1868: 1849: 1847: 1846: 1841: 1838: 1833: 1818: 1817: 1804: 1799: 1781: 1780: 1755: 1753: 1752: 1747: 1745: 1744: 1714: 1713: 1672: 1670: 1669: 1664: 1659: 1658: 1656: 1655: 1654: 1641: 1633: 1625: 1624: 1609: 1607: 1606: 1605: 1592: 1584: 1576: 1575: 1559: 1554: 1545: 1544: 1535: 1534: 1521: 1516: 1507: 1506: 1497: 1496: 1466: 1464: 1463: 1458: 1453: 1449: 1448: 1436: 1435: 1423: 1415: 1414: 1402: 1401: 1381: 1379: 1378: 1373: 1368: 1361: 1360: 1348: 1347: 1335: 1324: 1323: 1311: 1310: 1279: 1277: 1276: 1271: 1266: 1259: 1245: 1244: 1235: 1233: 1232: 1231: 1218: 1210: 1205: 1204: 1195: 1193: 1192: 1191: 1178: 1170: 1138: 1136: 1135: 1130: 1128: 1124: 1116: 1115: 1103: 1102: 1071: 1069: 1068: 1063: 1061: 1060: 1055: 1042: 1040: 1039: 1034: 1032: 1031: 1026: 1010: 1008: 1007: 1002: 997: 996: 995: 985: 977: 967: 962: 950: 949: 939: 931: 921: 916: 890: 888: 887: 882: 880: 879: 874: 861: 859: 858: 853: 851: 850: 845: 816: 814: 813: 808: 803: 796: 795: 783: 772: 771: 747: 745: 744: 739: 737: 736: 731: 676:observations in 668: 666: 665: 660: 655: 654: 623: 621: 620: 615: 613: 582: 580: 579: 574: 569: 562: 561: 438: 431: 424: 408: 407: 315:Ridge regression 150:Multilevel model 30: 21: 6299: 6298: 6294: 6293: 6292: 6290: 6289: 6288: 6259: 6258: 6257: 6252: 6230: 6212: 6176: 6172:Chebyshev nodes 6125: 6121:Bayesian design 6097: 6078:Goodness of fit 6051: 6024: 6014:Model selection 5997: 5965: 5934: 5893: 5862: 5819: 5813: 5780: 5737: 5704: 5695: 5646:10.1137/0717073 5535: 5530: 5529: 5518: 5514: 5500: 5499: 5495: 5480: 5463: 5462: 5458: 5449: 5445: 5413:10.1.1.461.9154 5397: 5396: 5392: 5385:10.1139/f75-172 5370: 5369: 5365: 5350:10.2307/1907024 5335: 5334: 5330: 5316: 5306: 5301: 5296: 5295: 5291: 5282: 5278: 5273: 5269: 5261: 5257: 5249: 5245: 5233: 5229: 5213: 5209: 5187: 5186: 5182: 5177: 5173: 5163: 5161: 5159: 5144: 5143: 5139: 5134: 5130: 5114: 5110: 5105: 5100: 5099: 5066: 5062: 5039: 5038: 5008: 5007: 4986: 4985: 4959: 4958: 4925: 4896: 4890: 4889: 4887: 4883: 4878: 4830: 4785:scale invariant 4765: 4744: 4738: 4732: 4724:Jacobian matrix 4702: 4701: 4664: 4654: 4627: 4617: 4611: 4610: 4600: 4594:in many cases. 4572: 4571: 4548: 4547: 4528: 4527: 4520: 4487: 4482: 4481: 4478: 4477: 4474: 4471: 4468: 4465: 4462: 4459: 4456: 4453: 4450: 4447: 4444: 4441: 4438: 4435: 4432: 4429: 4426: 4423: 4420: 4417: 4414: 4411: 4408: 4405: 4402: 4399: 4396: 4393: 4390: 4387: 4384: 4381: 4378: 4375: 4372: 4369: 4366: 4363: 4360: 4357: 4354: 4351: 4348: 4345: 4342: 4339: 4336: 4333: 4330: 4327: 4324: 4321: 4318: 4315: 4312: 4309: 4306: 4303: 4300: 4296: 4293: 4290: 4286: 4228: 4214: 4213: 4180: 4179: 4169: 4163: 4162: 4152: 4104: 4103: 4069: 4063: 4062: 4028: 4018: 3975: 3974: 3931: 3930: 3906: 3901: 3900: 3876: 3871: 3870: 3843: 3842: 3829: 3826: 3825: 3812: 3805: 3762: 3761: 3720: 3719: 3706: 3703: 3702: 3689: 3682: 3680: 3673: 3672: 3659: 3656: 3655: 3642: 3635: 3602: 3601: 3588: 3585: 3584: 3571: 3564: 3562: 3552: 3542: 3518: 3517: 3480: 3479: 3466: 3464: 3451: 3448: 3447: 3434: 3432: 3419: 3412: 3410: 3403: 3402: 3392: 3390: 3384: 3383: 3378: 3362: 3355: 3341: 3330: 3303: 3302: 3272: 3271: 3258: 3256: 3243: 3240: 3239: 3226: 3224: 3211: 3204: 3202: 3195: 3194: 3178: 3176: 3170: 3169: 3164: 3154: 3147: 3133: 3122: 3074: 3073: 3051: 3050: 3031: 3030: 3011: 3010: 2970: 2969: 2949: 2928: 2927: 2907: 2882: 2874: 2873: 2863: 2861: 2855: 2854: 2849: 2839: 2832: 2818: 2807: 2788: 2787: 2774: 2772: 2759: 2756: 2755: 2742: 2740: 2727: 2720: 2718: 2711: 2710: 2700: 2698: 2692: 2691: 2686: 2676: 2669: 2655: 2644: 2620: 2619: 2587: 2586: 2565: 2536: 2535: 2502: 2501: 2472: 2471: 2446: 2445: 2424: 2419: 2418: 2391: 2390: 2380: 2374: 2373: 2363: 2320: 2319: 2288: 2277: 2276: 2235: 2234: 2176: 2121: 2116: 2115: 2030: 2029: 2015: 1942: 1934: 1928: 1887: 1882: 1881: 1859: 1858: 1809: 1769: 1764: 1763: 1736: 1705: 1694: 1693: 1679: 1646: 1642: 1634: 1616: 1597: 1593: 1585: 1567: 1536: 1526: 1498: 1488: 1476: 1475: 1437: 1427: 1403: 1393: 1387: 1386: 1349: 1339: 1312: 1302: 1296: 1295: 1236: 1223: 1219: 1211: 1196: 1183: 1179: 1171: 1148: 1147: 1107: 1094: 1082: 1081: 1050: 1045: 1044: 1021: 1016: 1015: 987: 941: 896: 895: 869: 864: 863: 840: 835: 834: 823: 787: 763: 757: 756: 726: 721: 720: 629: 628: 604: 603: 553: 541: 540: 522: 517: 442: 402: 382:Goodness of fit 89:Discrete choice 28: 23: 22: 15: 12: 11: 5: 6297: 6295: 6287: 6286: 6281: 6276: 6271: 6261: 6260: 6254: 6253: 6251: 6250: 6245: 6240: 6228: 6223: 6217: 6214: 6213: 6211: 6210: 6205: 6200: 6195: 6190: 6184: 6182: 6178: 6177: 6175: 6174: 6169: 6164: 6159: 6154: 6149: 6144: 6138: 6136: 6127: 6126: 6124: 6123: 6118: 6116:Optimal design 6113: 6107: 6105: 6099: 6098: 6096: 6095: 6090: 6085: 6080: 6075: 6070: 6065: 6059: 6057: 6053: 6052: 6050: 6049: 6044: 6039: 6038: 6037: 6032: 6027: 6022: 6011: 6005: 6003: 5999: 5998: 5996: 5995: 5990: 5985: 5979: 5977: 5971: 5970: 5967: 5966: 5964: 5963: 5958: 5953: 5948: 5942: 5940: 5936: 5935: 5933: 5932: 5927: 5922: 5917: 5915:Semiparametric 5912: 5907: 5901: 5899: 5895: 5894: 5892: 5891: 5886: 5881: 5876: 5870: 5868: 5864: 5863: 5861: 5860: 5855: 5850: 5845: 5840: 5834: 5832: 5823: 5815: 5814: 5812: 5811: 5806: 5801: 5796: 5790: 5788: 5782: 5781: 5779: 5778: 5773: 5768: 5762: 5760:Spearman's rho 5753: 5747: 5745: 5739: 5738: 5736: 5735: 5730: 5725: 5720: 5714: 5712: 5706: 5705: 5696: 5694: 5693: 5686: 5679: 5671: 5665: 5664: 5654: 5648: 5634: 5623: 5616: 5599: 5592: 5585: 5575: 5561: 5553:M. Plešinger, 5551: 5534: 5531: 5528: 5527: 5512: 5493: 5479:978-1402004766 5478: 5456: 5443: 5406:(2): 259–291. 5390: 5363: 5328: 5319:|journal= 5289: 5276: 5267: 5255: 5243: 5227: 5224:978-0898713602 5207: 5189:Golub, Gene H. 5180: 5171: 5157: 5137: 5128: 5107: 5106: 5104: 5101: 5098: 5097: 5060: 5047: 5021: 5016: 4994: 4972: 4967: 4945: 4941: 4937: 4932: 4928: 4924: 4920: 4915: 4911: 4908: 4903: 4899: 4880: 4879: 4877: 4874: 4873: 4872: 4867: 4862: 4857: 4852: 4847: 4842: 4836: 4829: 4826: 4789:Paul Samuelson 4764: 4761: 4734:Main article: 4731: 4728: 4710: 4698: 4697: 4686: 4682: 4679: 4674: 4671: 4667: 4661: 4657: 4653: 4649: 4645: 4642: 4637: 4634: 4630: 4624: 4620: 4599: 4596: 4579: 4555: 4535: 4519: 4516: 4497: 4494: 4490: 4285: 4276: 4275: 4264: 4259: 4256: 4251: 4248: 4244: 4238: 4235: 4231: 4227: 4224: 4221: 4207: 4206: 4195: 4192: 4189: 4184: 4176: 4172: 4168: 4165: 4164: 4161: 4158: 4157: 4155: 4150: 4147: 4144: 4141: 4138: 4135: 4131: 4128: 4125: 4122: 4119: 4116: 4113: 4108: 4100: 4097: 4092: 4089: 4085: 4079: 4076: 4072: 4068: 4065: 4064: 4059: 4056: 4051: 4048: 4044: 4038: 4035: 4031: 4027: 4024: 4023: 4021: 4016: 4013: 4010: 4007: 4004: 4001: 3997: 3994: 3991: 3988: 3985: 3982: 3957: 3954: 3949: 3946: 3942: 3938: 3916: 3913: 3909: 3886: 3883: 3879: 3867: 3866: 3855: 3852: 3847: 3839: 3836: 3832: 3828: 3827: 3822: 3819: 3815: 3811: 3810: 3808: 3803: 3800: 3797: 3794: 3791: 3788: 3784: 3781: 3778: 3775: 3772: 3769: 3749:This provides 3747: 3746: 3735: 3730: 3724: 3716: 3713: 3709: 3705: 3704: 3699: 3696: 3692: 3688: 3687: 3685: 3677: 3669: 3666: 3662: 3658: 3657: 3652: 3649: 3645: 3641: 3640: 3638: 3633: 3630: 3626: 3623: 3620: 3617: 3612: 3606: 3598: 3595: 3591: 3587: 3586: 3581: 3578: 3574: 3570: 3569: 3567: 3559: 3555: 3549: 3545: 3541: 3538: 3535: 3532: 3528: 3525: 3507: 3506: 3495: 3490: 3484: 3476: 3473: 3469: 3465: 3461: 3458: 3454: 3450: 3449: 3444: 3441: 3437: 3433: 3429: 3426: 3422: 3418: 3417: 3415: 3407: 3399: 3395: 3391: 3389: 3386: 3385: 3382: 3379: 3375: 3372: 3369: 3365: 3361: 3360: 3358: 3353: 3348: 3344: 3337: 3333: 3329: 3326: 3323: 3320: 3317: 3313: 3310: 3296: 3295: 3282: 3276: 3268: 3265: 3261: 3257: 3253: 3250: 3246: 3242: 3241: 3236: 3233: 3229: 3225: 3221: 3218: 3214: 3210: 3209: 3207: 3199: 3191: 3188: 3185: 3181: 3177: 3175: 3172: 3171: 3168: 3165: 3161: 3157: 3153: 3152: 3150: 3145: 3140: 3136: 3129: 3125: 3121: 3118: 3115: 3112: 3109: 3106: 3103: 3100: 3096: 3093: 3090: 3087: 3084: 3081: 3058: 3038: 3018: 2988: 2987: 2974: 2966: 2961: 2958: 2954: 2950: 2946: 2941: 2938: 2934: 2930: 2929: 2924: 2919: 2916: 2912: 2908: 2904: 2899: 2896: 2892: 2888: 2887: 2885: 2878: 2870: 2866: 2862: 2860: 2857: 2856: 2853: 2850: 2846: 2842: 2838: 2837: 2835: 2830: 2825: 2821: 2814: 2810: 2806: 2803: 2798: 2792: 2784: 2781: 2777: 2773: 2769: 2766: 2762: 2758: 2757: 2752: 2749: 2745: 2741: 2737: 2734: 2730: 2726: 2725: 2723: 2715: 2707: 2703: 2699: 2697: 2694: 2693: 2690: 2687: 2683: 2679: 2675: 2674: 2672: 2667: 2662: 2658: 2651: 2647: 2643: 2640: 2637: 2634: 2630: 2627: 2604: 2601: 2597: 2594: 2572: 2568: 2564: 2561: 2558: 2555: 2552: 2549: 2546: 2543: 2519: 2516: 2512: 2509: 2489: 2486: 2482: 2479: 2459: 2456: 2453: 2431: 2427: 2415: 2414: 2403: 2400: 2395: 2387: 2383: 2379: 2376: 2375: 2372: 2369: 2368: 2366: 2361: 2358: 2355: 2352: 2349: 2346: 2342: 2339: 2336: 2333: 2330: 2327: 2310:Frobenius norm 2295: 2291: 2287: 2284: 2252: 2249: 2245: 2242: 2231: 2230: 2219: 2216: 2213: 2210: 2207: 2204: 2201: 2198: 2195: 2192: 2188: 2183: 2179: 2175: 2172: 2168: 2165: 2162: 2157: 2154: 2151: 2148: 2145: 2140: 2137: 2134: 2131: 2128: 2125: 2058: 2057: 2046: 2043: 2040: 2037: 2014: 2011: 1999: 1998: 1985: 1980: 1977: 1974: 1970: 1964: 1959: 1954: 1948: 1945: 1940: 1937: 1931: 1926: 1921: 1916: 1913: 1910: 1906: 1902: 1897: 1894: 1890: 1866: 1851: 1850: 1837: 1832: 1829: 1826: 1822: 1816: 1812: 1808: 1803: 1798: 1795: 1792: 1788: 1784: 1779: 1776: 1772: 1757: 1756: 1743: 1739: 1735: 1732: 1729: 1726: 1723: 1720: 1717: 1712: 1708: 1704: 1701: 1678: 1675: 1674: 1673: 1662: 1653: 1649: 1645: 1640: 1637: 1631: 1628: 1623: 1619: 1612: 1604: 1600: 1596: 1591: 1588: 1582: 1579: 1574: 1570: 1563: 1558: 1553: 1549: 1543: 1539: 1533: 1529: 1525: 1520: 1515: 1511: 1505: 1501: 1495: 1491: 1487: 1484: 1456: 1452: 1447: 1444: 1440: 1434: 1430: 1426: 1422: 1418: 1413: 1410: 1406: 1400: 1396: 1383: 1382: 1371: 1367: 1364: 1359: 1356: 1352: 1346: 1342: 1338: 1334: 1330: 1327: 1322: 1319: 1315: 1309: 1305: 1281: 1280: 1269: 1265: 1262: 1258: 1254: 1251: 1248: 1243: 1239: 1230: 1226: 1222: 1217: 1214: 1208: 1203: 1199: 1190: 1186: 1182: 1177: 1174: 1168: 1165: 1162: 1159: 1156: 1127: 1123: 1119: 1114: 1110: 1106: 1101: 1097: 1093: 1090: 1059: 1054: 1030: 1025: 1012: 1011: 1000: 994: 990: 984: 981: 976: 972: 966: 961: 957: 953: 948: 944: 938: 935: 930: 926: 920: 915: 911: 906: 903: 878: 873: 849: 844: 822: 819: 818: 817: 806: 802: 799: 794: 790: 786: 782: 778: 775: 770: 766: 735: 730: 684:parameters in 670: 669: 658: 653: 649: 646: 643: 640: 637: 612: 584: 583: 572: 568: 565: 560: 556: 551: 548: 521: 518: 516: 513: 505:Frobenius norm 444: 443: 441: 440: 433: 426: 418: 415: 414: 413: 412: 397: 396: 395: 394: 389: 384: 379: 374: 369: 361: 360: 356: 355: 354: 353: 348: 343: 338: 333: 325: 324: 323: 322: 317: 312: 307: 302: 294: 293: 292: 291: 286: 281: 276: 268: 267: 266: 265: 260: 255: 247: 246: 242: 241: 240: 239: 231: 230: 229: 228: 223: 218: 213: 208: 203: 198: 193: 191:Semiparametric 188: 183: 175: 174: 173: 172: 167: 162: 160:Random effects 157: 152: 144: 143: 142: 141: 136: 134:Ordered probit 131: 126: 121: 116: 111: 106: 101: 96: 91: 86: 81: 73: 72: 71: 70: 65: 60: 55: 47: 46: 42: 41: 35: 34: 26: 24: 14: 13: 10: 9: 6: 4: 3: 2: 6296: 6285: 6282: 6280: 6279:Least squares 6277: 6275: 6274:Curve fitting 6272: 6270: 6267: 6266: 6264: 6249: 6246: 6244: 6241: 6239: 6234: 6229: 6227: 6224: 6222: 6219: 6218: 6215: 6209: 6206: 6204: 6201: 6199: 6196: 6194: 6191: 6189: 6188:Curve fitting 6186: 6185: 6183: 6179: 6173: 6170: 6168: 6165: 6163: 6160: 6158: 6155: 6153: 6150: 6148: 6145: 6143: 6140: 6139: 6137: 6135: 6134:approximation 6132: 6128: 6122: 6119: 6117: 6114: 6112: 6109: 6108: 6106: 6104: 6100: 6094: 6091: 6089: 6086: 6084: 6081: 6079: 6076: 6074: 6071: 6069: 6066: 6064: 6061: 6060: 6058: 6054: 6048: 6045: 6043: 6040: 6036: 6033: 6031: 6028: 6026: 6025: 6017: 6016: 6015: 6012: 6010: 6007: 6006: 6004: 6000: 5994: 5991: 5989: 5986: 5984: 5981: 5980: 5978: 5976: 5972: 5962: 5959: 5957: 5954: 5952: 5949: 5947: 5944: 5943: 5941: 5937: 5931: 5928: 5926: 5923: 5921: 5918: 5916: 5913: 5911: 5910:Nonparametric 5908: 5906: 5903: 5902: 5900: 5896: 5890: 5887: 5885: 5882: 5880: 5877: 5875: 5872: 5871: 5869: 5865: 5859: 5856: 5854: 5851: 5849: 5846: 5844: 5841: 5839: 5836: 5835: 5833: 5831: 5827: 5824: 5822: 5816: 5810: 5807: 5805: 5802: 5800: 5797: 5795: 5792: 5791: 5789: 5787: 5783: 5777: 5774: 5772: 5769: 5766: 5765:Kendall's tau 5763: 5761: 5757: 5754: 5752: 5749: 5748: 5746: 5744: 5740: 5734: 5731: 5729: 5726: 5724: 5721: 5719: 5718:Least squares 5716: 5715: 5713: 5711: 5707: 5703: 5699: 5698:Least squares 5692: 5687: 5685: 5680: 5678: 5673: 5672: 5669: 5662: 5659: 5655: 5652: 5649: 5647: 5643: 5639: 5635: 5632: 5628: 5624: 5621: 5617: 5615: 5611: 5607: 5603: 5602:S. Van Huffel 5600: 5597: 5593: 5590: 5586: 5583: 5579: 5578:S. Van Huffel 5576: 5574: 5570: 5566: 5562: 5560: 5556: 5552: 5549: 5545: 5541: 5540:S. Van Huffel 5537: 5536: 5532: 5525: 5522: 5516: 5513: 5508: 5504: 5497: 5494: 5489: 5485: 5481: 5475: 5471: 5467: 5460: 5457: 5453: 5447: 5444: 5439: 5435: 5431: 5427: 5423: 5419: 5414: 5409: 5405: 5401: 5394: 5391: 5386: 5382: 5378: 5374: 5367: 5364: 5359: 5355: 5351: 5347: 5343: 5339: 5332: 5329: 5324: 5311: 5300: 5293: 5290: 5286: 5285:S. Van Huffel 5280: 5277: 5271: 5268: 5264: 5263:S. Van Huffel 5259: 5256: 5252: 5251:S. Van Huffel 5247: 5244: 5240: 5236: 5235:S. Van Huffel 5231: 5228: 5225: 5221: 5217: 5211: 5208: 5202: 5198: 5194: 5190: 5184: 5181: 5175: 5172: 5160: 5158:9780471934127 5154: 5150: 5149: 5141: 5138: 5132: 5129: 5126: 5122: 5118: 5117:S. Van Huffel 5112: 5109: 5102: 5094: 5090: 5087:used for the 5086: 5082: 5079: ≈  5078: 5074: 5071: ≈  5070: 5067:The notation 5064: 5061: 5036: 4885: 4882: 4875: 4871: 4868: 4866: 4863: 4861: 4860:Least squares 4858: 4856: 4853: 4851: 4848: 4846: 4843: 4840: 4837: 4835: 4832: 4831: 4827: 4825: 4821: 4819: 4815: 4811: 4807: 4803: 4799: 4795: 4790: 4786: 4781: 4779: 4775: 4771: 4762: 4760: 4758: 4754: 4750: 4743: 4737: 4729: 4727: 4725: 4684: 4609: 4608: 4607: 4605: 4597: 4595: 4593: 4590:is, however, 4577: 4569: 4553: 4533: 4525: 4517: 4515: 4513: 4495: 4492: 4488: 4283: 4281: 4262: 4257: 4254: 4249: 4246: 4242: 4236: 4233: 4229: 4225: 4222: 4219: 4212: 4211: 4210: 4193: 4190: 4187: 4182: 4174: 4170: 4166: 4159: 4153: 4142: 4139: 4136: 4126: 4123: 4120: 4111: 4106: 4098: 4095: 4090: 4087: 4083: 4077: 4074: 4070: 4066: 4057: 4054: 4049: 4046: 4042: 4036: 4033: 4029: 4025: 4019: 4008: 4005: 4002: 3992: 3989: 3986: 3973: 3972: 3971: 3955: 3952: 3947: 3944: 3940: 3936: 3914: 3911: 3907: 3884: 3881: 3877: 3853: 3850: 3845: 3837: 3834: 3830: 3820: 3817: 3813: 3806: 3795: 3792: 3789: 3779: 3776: 3773: 3760: 3759: 3758: 3756: 3752: 3733: 3728: 3722: 3714: 3711: 3707: 3697: 3694: 3690: 3683: 3675: 3667: 3664: 3660: 3650: 3647: 3643: 3636: 3628: 3624: 3618: 3615: 3610: 3604: 3596: 3593: 3589: 3579: 3576: 3572: 3565: 3557: 3547: 3543: 3539: 3536: 3530: 3526: 3516: 3515: 3514: 3512: 3493: 3488: 3482: 3474: 3471: 3467: 3459: 3456: 3452: 3442: 3439: 3435: 3427: 3424: 3420: 3413: 3405: 3397: 3387: 3380: 3373: 3370: 3367: 3363: 3356: 3346: 3342: 3335: 3331: 3324: 3321: 3315: 3311: 3301: 3300: 3299: 3280: 3274: 3266: 3263: 3259: 3251: 3248: 3244: 3234: 3231: 3227: 3219: 3216: 3212: 3205: 3197: 3189: 3186: 3183: 3179: 3173: 3166: 3159: 3148: 3138: 3134: 3127: 3123: 3116: 3107: 3104: 3101: 3091: 3088: 3085: 3072: 3071: 3070: 3056: 3036: 3016: 3008: 3003: 3001: 2997: 2993: 2972: 2964: 2959: 2956: 2952: 2944: 2939: 2936: 2932: 2922: 2917: 2914: 2910: 2902: 2897: 2894: 2890: 2883: 2876: 2868: 2858: 2851: 2844: 2833: 2823: 2819: 2812: 2808: 2801: 2796: 2790: 2782: 2779: 2775: 2767: 2764: 2760: 2750: 2747: 2743: 2735: 2732: 2728: 2721: 2713: 2705: 2695: 2688: 2681: 2670: 2660: 2656: 2649: 2645: 2638: 2632: 2628: 2618: 2617: 2616: 2599: 2595: 2570: 2562: 2544: 2533: 2514: 2510: 2484: 2480: 2457: 2454: 2451: 2429: 2425: 2401: 2398: 2393: 2385: 2381: 2377: 2370: 2364: 2353: 2350: 2347: 2337: 2334: 2331: 2318: 2317: 2316: 2313: 2311: 2293: 2285: 2274: 2270: 2266: 2247: 2243: 2217: 2214: 2211: 2208: 2205: 2199: 2196: 2193: 2186: 2181: 2170: 2166: 2155: 2152: 2149: 2146: 2143: 2114: 2113: 2112: 2110: 2106: 2102: 2098: 2094: 2089: 2087: 2083: 2079: 2075: 2071: 2067: 2063: 2044: 2041: 2038: 2035: 2028: 2027: 2026: 2024: 2019: 2012: 2010: 2008: 2004: 1983: 1978: 1975: 1972: 1968: 1962: 1957: 1952: 1946: 1943: 1938: 1935: 1929: 1924: 1919: 1914: 1911: 1908: 1904: 1900: 1895: 1892: 1888: 1880: 1879: 1878: 1864: 1856: 1835: 1830: 1827: 1824: 1820: 1814: 1810: 1806: 1801: 1796: 1793: 1790: 1786: 1782: 1777: 1774: 1770: 1762: 1761: 1760: 1759:in this case 1741: 1737: 1733: 1730: 1727: 1724: 1718: 1715: 1710: 1706: 1699: 1692: 1691: 1690: 1688: 1684: 1676: 1660: 1474: 1473: 1472: 1470: 1454: 1369: 1294: 1293: 1292: 1290: 1286: 1267: 1146: 1145: 1144: 1142: 1079: 1075: 1057: 1028: 998: 904: 901: 894: 893: 892: 876: 847: 832: 828: 820: 804: 755: 754: 753: 751: 733: 719: 715: 711: 707: 703: 699: 695: 691: 687: 683: 679: 675: 656: 627: 626: 625: 601: 597: 593: 589: 570: 549: 546: 539: 538: 537: 535: 531: 527: 526:least squares 519: 514: 512: 510: 506: 501: 499: 495: 491: 490:least squares 487: 484:is a type of 483: 479: 471: 467: 463: 459: 455: 450: 439: 434: 432: 427: 425: 420: 419: 417: 416: 411: 406: 401: 400: 399: 398: 393: 390: 388: 385: 383: 380: 378: 375: 373: 370: 368: 365: 364: 363: 362: 357: 352: 349: 347: 344: 342: 339: 337: 334: 332: 329: 328: 327: 326: 321: 318: 316: 313: 311: 308: 306: 303: 301: 298: 297: 296: 295: 290: 287: 285: 282: 280: 277: 275: 272: 271: 270: 269: 264: 261: 259: 256: 254: 253:Least squares 251: 250: 249: 248: 243: 238: 235: 234: 233: 232: 227: 224: 222: 219: 217: 214: 212: 209: 207: 204: 202: 199: 197: 194: 192: 189: 187: 186:Nonparametric 184: 182: 179: 178: 177: 176: 171: 168: 166: 163: 161: 158: 156: 155:Fixed effects 153: 151: 148: 147: 146: 145: 140: 137: 135: 132: 130: 129:Ordered logit 127: 125: 122: 120: 117: 115: 112: 110: 107: 105: 102: 100: 97: 95: 92: 90: 87: 85: 82: 80: 77: 76: 75: 74: 69: 66: 64: 61: 59: 56: 54: 51: 50: 49: 48: 43: 40: 36: 32: 31: 19: 6181:Applications 6020: 5898:Non-standard 5803: 5657: 5653:at MathPages 5637: 5626: 5625:P. de Groen 5619: 5605: 5595: 5588: 5581: 5564: 5559:Ph.D. Thesis 5554: 5543: 5515: 5496: 5469: 5459: 5451: 5446: 5403: 5399: 5393: 5376: 5372: 5366: 5344:(1): 80–83. 5341: 5338:Econometrica 5337: 5331: 5310:cite journal 5292: 5279: 5270: 5258: 5246: 5238: 5230: 5215: 5210: 5196: 5183: 5174: 5162:. Retrieved 5147: 5140: 5131: 5120: 5111: 5092: 5088: 5084: 5080: 5076: 5072: 5068: 5063: 5034: 4884: 4822: 4817: 4813: 4809: 4805: 4801: 4797: 4793: 4782: 4766: 4756: 4752: 4745: 4699: 4601: 4591: 4521: 4511: 4479: 4277: 4208: 3868: 3754: 3750: 3748: 3510: 3508: 3297: 3004: 2999: 2995: 2991: 2989: 2531: 2416: 2314: 2272: 2268: 2232: 2108: 2104: 2100: 2096: 2092: 2090: 2085: 2081: 2077: 2073: 2069: 2065: 2061: 2059: 2020: 2016: 2006: 2000: 1854: 1852: 1758: 1686: 1682: 1680: 1468: 1384: 1284: 1282: 1140: 1077: 1073: 1013: 830: 826: 824: 749: 713: 709: 705: 701: 697: 693: 689: 685: 681: 677: 673: 671: 595: 587: 585: 533: 523: 515:Linear model 502: 496:and also of 481: 475: 469: 465: 461: 457: 453: 310:Non-negative 304: 4518:Computation 320:Regularized 284:Generalized 216:Least angle 114:Mixed logit 6263:Categories 6056:Background 6019:Mallows's 5164:4 December 5103:References 4816:, and the 4568:Van Huffel 4280:GNU Octave 3005:Using the 672:There are 520:Background 359:Background 263:Non-linear 245:Estimation 6131:Numerical 5631:arxiv.org 5408:CiteSeerX 5151:. Wiley. 5046:β 5015:Δ 4993:β 4971:β 4966:Δ 4940:Δ 4919:β 4914:Δ 4678:Δ 4670:− 4648:β 4644:Δ 4633:− 4546:(denoted 4255:− 4226:− 4167:− 4096:− 4067:− 4055:− 4026:− 3953:− 3937:− 3757:so that 3729:∗ 3619:− 3611:∗ 3554:Σ 3540:− 3489:∗ 3394:Σ 3371:× 3325:− 3281:∗ 3187:× 3156:Σ 2965:∗ 2945:∗ 2923:∗ 2903:∗ 2865:Σ 2841:Σ 2797:∗ 2702:Σ 2678:Σ 2571:∗ 2554:Σ 2534:. Define 2455:× 2378:− 2290:‖ 2286:⋅ 2283:‖ 2178:‖ 2161:‖ 2042:≈ 1969:σ 1905:σ 1865:β 1821:σ 1811:β 1787:σ 1734:β 1728:α 1719:β 1644:∂ 1636:∂ 1630:− 1595:∂ 1587:∂ 1581:− 1443:− 1421:β 1409:− 1363:Δ 1355:− 1333:β 1329:Δ 1318:− 1257:β 1253:Δ 1247:− 1221:∂ 1213:∂ 1207:− 1181:∂ 1173:∂ 1167:− 1161:Δ 1122:β 980:− 934:− 781:β 652:β 645:− 611:β 592:residuals 226:Segmented 5961:Logistic 5951:Binomial 5930:Isotonic 5925:Quantile 5548:preprint 5438:16462731 5430:16573844 5195:(1996). 5125:preprint 4957:, where 4828:See also 4287:function 4278:A naive 341:Bayesian 279:Weighted 274:Ordinary 206:Isotonic 201:Quantile 5956:Poisson 5507:2707593 5488:1077322 5358:1907024 5205:pp 596. 4722:is the 4209:and so 3869:Now if 2444:is the 2308:is the 2263:is the 1677:Example 524:In the 300:Partial 139:Poisson 5920:Robust 5533:Others 5505:  5486:  5476:  5436:  5428:  5410:  5356:  5222:  5155:  4800:, the 4700:where 4524:Netlib 2990:where 2417:where 2233:where 2064:where 1614:  1565:  1467:where 1014:where 258:Linear 196:Robust 119:Probit 45:Models 5434:S2CID 5354:JSTOR 5302:(PDF) 4876:Notes 2267:with 700:is a 688:with 305:Total 221:Local 5700:and 5503:SSRN 5484:SSRN 5474:ISBN 5426:PMID 5323:help 5220:ISBN 5166:2012 5153:ISBN 5091:-by- 5006:and 4602:For 4307:size 4299:X, Y 3753:and 3029:and 2998:and 2271:and 2107:and 2103:for 2099:and 2084:-by- 2076:and 2072:-by- 2060:for 1685:and 1076:and 1043:and 862:and 829:and 692:> 680:and 594:and 488:, a 468:and 456:and 6035:BIC 6030:AIC 5642:doi 5610:doi 5569:doi 5418:doi 5381:doi 5346:doi 4475:end 4469:VYY 4463:VXY 4445:end 4427:end 4403:VYY 4394:end 4358:VXY 4337:svd 4294:tls 2530:by 2088:. 2080:is 2068:is 476:In 6265:: 5542:, 5482:. 5432:. 5424:. 5416:. 5404:81 5402:. 5377:32 5375:. 5352:. 5342:10 5340:. 5314:: 5312:}} 5308:{{ 5191:; 5119:, 5077:AX 5069:XB 4812:, 4808:, 4780:. 4759:. 4726:. 4514:. 4448:); 4397:); 4352:); 4316:); 3854:0. 3002:. 2615:. 2402:0. 696:. 536:, 532:, 507:, 480:, 6023:p 6021:C 5767:) 5758:( 5690:e 5683:t 5676:v 5663:. 5644:: 5633:. 5612:: 5571:: 5550:. 5509:. 5490:. 5440:. 5420:: 5387:. 5383:: 5360:. 5348:: 5325:) 5321:( 5304:. 5203:. 5168:. 5093:k 5089:n 5085:X 5081:B 5073:Y 5035:y 5020:y 4944:y 4936:W 4931:T 4927:X 4923:= 4910:X 4907:W 4902:T 4898:X 4709:J 4685:, 4681:y 4673:1 4666:M 4660:T 4656:J 4652:= 4641:J 4636:1 4629:M 4623:T 4619:J 4578:B 4554:X 4534:B 4496:Y 4493:Y 4489:V 4472:; 4466:/ 4460:- 4457:= 4454:B 4442:: 4439:n 4436:+ 4433:1 4430:, 4424:: 4421:n 4418:+ 4415:1 4412:( 4409:V 4406:= 4391:: 4388:n 4385:+ 4382:1 4379:, 4376:n 4373:: 4370:1 4367:( 4364:V 4361:= 4349:0 4346:, 4343:Z 4340:( 4334:= 4328:; 4325:= 4322:Z 4313:X 4310:( 4304:= 4301:) 4297:( 4291:= 4289:B 4263:. 4258:1 4250:Y 4247:Y 4243:V 4237:Y 4234:X 4230:V 4223:= 4220:B 4194:, 4191:0 4188:= 4183:] 4175:k 4171:I 4160:B 4154:[ 4149:] 4146:) 4143:F 4140:+ 4137:Y 4134:( 4130:) 4127:E 4124:+ 4121:X 4118:( 4115:[ 4112:= 4107:] 4099:1 4091:Y 4088:Y 4084:V 4078:Y 4075:Y 4071:V 4058:1 4050:Y 4047:Y 4043:V 4037:Y 4034:X 4030:V 4020:[ 4015:] 4012:) 4009:F 4006:+ 4003:Y 4000:( 3996:) 3993:E 3990:+ 3987:X 3984:( 3981:[ 3956:1 3948:Y 3945:Y 3941:V 3915:Y 3912:Y 3908:V 3885:Y 3882:Y 3878:V 3851:= 3846:] 3838:Y 3835:Y 3831:V 3821:Y 3818:X 3814:V 3807:[ 3802:] 3799:) 3796:F 3793:+ 3790:Y 3787:( 3783:) 3780:E 3777:+ 3774:X 3771:( 3768:[ 3755:F 3751:E 3734:. 3723:] 3715:Y 3712:Y 3708:V 3698:Y 3695:X 3691:V 3684:[ 3676:] 3668:Y 3665:Y 3661:V 3651:Y 3648:X 3644:V 3637:[ 3632:] 3629:Y 3625:X 3622:[ 3616:= 3605:] 3597:Y 3594:Y 3590:V 3580:Y 3577:X 3573:V 3566:[ 3558:Y 3548:Y 3544:U 3537:= 3534:] 3531:F 3527:E 3524:[ 3511:U 3494:. 3483:] 3475:Y 3472:Y 3468:V 3460:X 3457:Y 3453:V 3443:Y 3440:X 3436:V 3428:X 3425:X 3421:V 3414:[ 3406:] 3398:Y 3388:0 3381:0 3374:n 3368:n 3364:0 3357:[ 3352:] 3347:Y 3343:U 3336:X 3332:U 3328:[ 3322:= 3319:] 3316:F 3312:E 3309:[ 3275:] 3267:Y 3264:Y 3260:V 3252:X 3249:Y 3245:V 3235:Y 3232:X 3228:V 3220:X 3217:X 3213:V 3206:[ 3198:] 3190:k 3184:k 3180:0 3174:0 3167:0 3160:X 3149:[ 3144:] 3139:Y 3135:U 3128:X 3124:U 3120:[ 3117:= 3114:] 3111:) 3108:F 3105:+ 3102:Y 3099:( 3095:) 3092:E 3089:+ 3086:X 3083:( 3080:[ 3057:k 3037:V 3017:U 3000:Y 2996:X 2992:V 2973:] 2960:Y 2957:Y 2953:V 2940:Y 2937:X 2933:V 2918:X 2915:Y 2911:V 2898:X 2895:X 2891:V 2884:[ 2877:] 2869:Y 2859:0 2852:0 2845:X 2834:[ 2829:] 2824:Y 2820:U 2813:X 2809:U 2805:[ 2802:= 2791:] 2783:Y 2780:Y 2776:V 2768:X 2765:Y 2761:V 2751:Y 2748:X 2744:V 2736:X 2733:X 2729:V 2722:[ 2714:] 2706:Y 2696:0 2689:0 2682:X 2671:[ 2666:] 2661:Y 2657:U 2650:X 2646:U 2642:[ 2639:= 2636:] 2633:Y 2629:X 2626:[ 2603:] 2600:Y 2596:X 2593:[ 2567:] 2563:V 2560:[ 2557:] 2551:[ 2548:] 2545:U 2542:[ 2532:k 2518:] 2515:Y 2511:X 2508:[ 2488:] 2485:F 2481:E 2478:[ 2458:k 2452:k 2430:k 2426:I 2399:= 2394:] 2386:k 2382:I 2371:B 2365:[ 2360:] 2357:) 2354:F 2351:+ 2348:Y 2345:( 2341:) 2338:E 2335:+ 2332:X 2329:( 2326:[ 2294:F 2273:F 2269:E 2251:] 2248:F 2244:E 2241:[ 2218:F 2215:+ 2212:Y 2209:= 2206:B 2203:) 2200:E 2197:+ 2194:X 2191:( 2187:, 2182:F 2174:] 2171:F 2167:E 2164:[ 2156:F 2153:, 2150:E 2147:, 2144:B 2139:n 2136:i 2133:m 2130:g 2127:r 2124:a 2109:Y 2105:X 2101:F 2097:E 2093:B 2086:k 2082:m 2078:Y 2074:n 2070:m 2066:X 2062:B 2045:Y 2039:B 2036:X 2007:x 1984:2 1979:i 1976:, 1973:x 1963:2 1958:i 1953:) 1947:x 1944:d 1939:y 1936:d 1930:( 1925:+ 1920:2 1915:i 1912:, 1909:y 1901:= 1896:i 1893:i 1889:M 1855:i 1836:2 1831:i 1828:, 1825:x 1815:2 1807:+ 1802:2 1797:i 1794:, 1791:y 1783:= 1778:i 1775:i 1771:M 1742:i 1738:x 1731:+ 1725:= 1722:) 1716:, 1711:i 1707:x 1703:( 1700:f 1687:W 1683:M 1661:. 1652:y 1648:r 1639:f 1627:= 1622:y 1618:K 1611:, 1603:x 1599:r 1590:f 1578:= 1573:x 1569:K 1562:; 1557:T 1552:y 1548:K 1542:y 1538:M 1532:y 1528:K 1524:+ 1519:T 1514:x 1510:K 1504:x 1500:M 1494:x 1490:K 1486:= 1483:M 1469:M 1455:, 1451:y 1446:1 1439:M 1433:T 1429:X 1425:= 1417:X 1412:1 1405:M 1399:T 1395:X 1370:, 1366:y 1358:1 1351:M 1345:T 1341:X 1337:= 1326:X 1321:1 1314:M 1308:T 1304:X 1285:m 1268:. 1264:0 1261:= 1250:X 1242:y 1238:r 1229:y 1225:r 1216:f 1202:x 1198:r 1189:x 1185:r 1176:f 1164:y 1158:= 1155:F 1141:m 1126:) 1118:, 1113:y 1109:r 1105:, 1100:x 1096:r 1092:( 1089:f 1078:y 1074:x 1058:y 1053:r 1029:x 1024:r 999:, 993:y 989:r 983:1 975:y 971:M 965:T 960:y 956:r 952:+ 947:x 943:r 937:1 929:x 925:M 919:T 914:x 910:r 905:= 902:S 877:y 872:M 848:x 843:M 831:y 827:x 805:. 801:y 798:W 793:T 789:X 785:= 777:X 774:W 769:T 765:X 750:y 734:y 729:M 714:W 710:x 706:n 704:× 702:m 698:X 694:n 690:m 686:β 682:n 678:y 674:m 657:. 648:X 642:y 639:= 636:r 596:W 588:r 571:, 567:r 564:W 559:T 555:r 550:= 547:S 534:S 470:y 466:x 462:y 458:y 454:x 437:e 430:t 423:v 20:)

Index

Reduced major axis regression
Regression analysis
Linear regression
Simple regression
Polynomial regression
General linear model
Generalized linear model
Vector generalized linear model
Discrete choice
Binomial regression
Binary regression
Logistic regression
Multinomial logistic regression
Mixed logit
Probit
Multinomial probit
Ordered logit
Ordered probit
Poisson
Multilevel model
Fixed effects
Random effects
Linear mixed-effects model
Nonlinear mixed-effects model
Nonlinear regression
Nonparametric
Semiparametric
Robust
Quantile
Isotonic

Text is available under the Creative Commons Attribution-ShareAlike License. Additional terms may apply.