A note on reduction of the number of parameters in linear statistical models

Mathematica Slovaca

Lubomír Kubáček¹ 

关键词: linear statistical model;    reduction of number of parameters;   

DOI  :  10.2478/s12175-011-0079-1

学科分类：数学（综合）

来源: Slovenska Akademia Vied * Matematicky Ustav / Slovak Academy of Sciences, Mathematical Institute

【 摘 要 】

In certain settings the mean response is modeled by a linear model using a large number of parameters. Sometimes it is desirable to reduce the number of parameters prior to conducting the experiment and prior to the actual statistical analysis. Essentially, it means to formulate a simpler approximate model to the original “ideal” one. The goal is to find conditions (on the model matrix and covariance matrix) under which the reduction does not influence essentially the data fit. Here we try to develop such conditions in regular linear model without and with linear restraints. We emphasize that these conditions are independent of observed data.

【 授权许可】

Unknown