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A detailed investigation of the linear model and some of its underlying assumptions
Bibliography: p. 178-182.
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| Other Authors: | |
| Format: | Thesis |
| Language: | English |
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Department of Statistical Sciences
2016
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| _version_ | 1867614124306857984 |
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| access_status_str | Open Access |
| author | Coutsourides, Dimitris |
| author2 | Troskie, Casper G |
| author_browse | Coutsourides, Dimitris Troskie, Casper G |
| author_facet | Troskie, Casper G Coutsourides, Dimitris |
| author_sort | Coutsourides, Dimitris |
| collection | Thesis |
| description | Bibliography: p. 178-182. |
| format | Thesis |
| id | oai:open.uct.ac.za:11427/17882 |
| institution | University of Cape Town (South Africa) |
| language | eng |
| last_indexed | 2026-06-10T12:47:03.309Z |
| license_str | Not specified — see source repository |
| provenance_str_mv | Harvested via OAI-PMH from UCTD — University of Cape Town Open Access Repository |
| publishDate | 2016 |
| publishDateRange | 2016 |
| publishDateSort | 2016 |
| publisher | Department of Statistical Sciences |
| publisherStr | Department of Statistical Sciences |
| record_format | dspace |
| source_str | UCTD — University of Cape Town Open Access Repository |
| spelling | oai:open.uct.ac.za:11427/17882 A detailed investigation of the linear model and some of its underlying assumptions Coutsourides, Dimitris Troskie, Casper G Regression analysis Multicollinearity Correlation (Statistics) Bibliography: p. 178-182. The purpose of this thesis is to provide a study of the linear model. The whole work has been split into 6 chapters. In Chapter 1 we define and examine the two linear models, i.e. the regression and the correlation model. More specifically we show that the regression model is the conditional version of the correlation model. In Chapter 2 we deal with the problem of multicollinearity. We investigate the sources of near singularities, we give some methods of detecting the multicollinearity, and we state briefly methods for overcoming this problem. In Chapter 3 we consider the least squares method with restrictions, and we dispose of some tests for testing the linear restrictions. The theory concerning the sign of least squares estimates is discussed, then we deal with the method for augmenting existing data. Chapter 4 is mainly devoted to ridge regression. We state methods for selecting the best estimate for k. Some extensions are given dealing with the shrinkage estimators and the linear transforms of the least squares. In Chapter 5 we deal with the principal components, and we give methods for selecting the best subset of principal components. Much attention was given to a method called fractional rank and latent root regression analysis. In Chapter 6 comparisons were performed between estimators previously mentioned. Finally the conclusions are stated. 2016-03-17T07:12:42Z 2016-03-17T07:12:42Z 1977 Master Thesis Masters MSc http://hdl.handle.net/11427/17882 eng application/pdf Department of Statistical Sciences Faculty of Science University of Cape Town |
| spellingShingle | Regression analysis Multicollinearity Correlation (Statistics) Coutsourides, Dimitris A detailed investigation of the linear model and some of its underlying assumptions |
| thesis_degree_str | Master's |
| title | A detailed investigation of the linear model and some of its underlying assumptions |
| title_full | A detailed investigation of the linear model and some of its underlying assumptions |
| title_fullStr | A detailed investigation of the linear model and some of its underlying assumptions |
| title_full_unstemmed | A detailed investigation of the linear model and some of its underlying assumptions |
| title_short | A detailed investigation of the linear model and some of its underlying assumptions |
| title_sort | detailed investigation of the linear model and some of its underlying assumptions |
| topic | Regression analysis Multicollinearity Correlation (Statistics) |
| url | http://hdl.handle.net/11427/17882 |
| work_keys_str_mv | AT coutsouridesdimitris adetailedinvestigationofthelinearmodelandsomeofitsunderlyingassumptions AT coutsouridesdimitris detailedinvestigationofthelinearmodelandsomeofitsunderlyingassumptions |