Lineární regresní model a vážená metoda nejmenších čtverců

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Title in English Linear Regresion Model and Weighted Least
Authors

MICHÁLEK Jaroslav

Year of publication 2000
Type Article in Proceedings
Conference XIV. letná škola biometriky, BIOMETRICKÉ METÓDY A MODELY V PÔDOHOSPODÁRSKEJ VEDE, VÝSKUME A VÝUKE
MU Faculty or unit

Faculty of Science

Citation
Field Applied statistics, operation research
Keywords Linear regression model; Method of least squares; BLUE; General linear hypothesis; DFITS; Robust regression weights.
Description Linear regression model and properties of the estimates of the model parameters are described in the first part of the paper. Then the test of the general linear hypothesis is involved. The second part is devoted to the generalized and weighted least squares method and to robust procedures in regression analysis. The robust weights which depend on combined effect of leverage and Studentized residual and enable to eliminate outliers and high leverage points in given biometrical data are described in the paper.
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