Regression Dilution

Regression Dilution

Lambert M. Surhone, Miriam T. Timpledon, Susan F. Marseken

     

бумажная книга



Издательство: Книга по требованию
Дата выхода: июль 2011
ISBN: 978-6-1305-0363-5
Объём: 128 страниц
Масса: 215 г
Размеры(В x Ш x Т), см: 23 x 16 x 1

High Quality Content by WIKIPEDIA articles! Regression dilution is a statistical phenomenon also known as "attenuation". Consider fitting a straight line (linear regression) for the relationship of an outcome variable y to a predictor variable x, and estimating the gradient (slope) of the line. Statistical variability, measurement error or random noise in the y variable causes imprecision in the estimated gradient, but not bias: on average, the procedure calculates the right gradient. However, variability, measurement error or random noise in the x variable causes bias in the estimated gradient (as well as imprecision). In a nutshell: the more variability is in the x measurement, the closer the estimated gradient gets to 0 instead of the true gradient. This 'dilution' of the gradient towards 0 is referred to as "regression dilution," "attenuation," or "attenuation bias."

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