Identification of linear regression models in the presence of errors in input and output data |
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| Authors: | T. A. Makarova A. N. Tyrsin |
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| Affiliation: | 1.Chelyabinsk State University,Chelyabinsk,Russia;2.Scientific-Engineering Center Reliability and Life of Large Systems and Machines, Ural Branch,Russian Academy of Science,Ekaterinburg,Russia |
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| Abstract: | The problem of constructing linear regression models in the presence of errors in input and output data is considered. A statistical test for detecting measurement errors in input data is proposed that does not require a preliminary consistent estimation of the coefficients under the assumption of the presence of errors. The test is validated by Monte-Carlo statistical simulation. |
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