Regression with strongly correlated data

Thumbnail Image

Date

Authors

Journal Title

Journal ISSN

Volume Title

Publisher

Abstract

Description

This paper discusses linear regression of strongly correlated data that arises, for example, in magnetohydrodynamic equilibrium reconstructions. We have proved that, generically, the covariance matrix of the estimated regression parameters for fixed sample size goes to zero as the correlations become unity. That is, in this limit the estimated parameters are known with perfect accuracy. Simple examples are shown to illustrate this effect and the nature of the exceptional cases in which the estimate covariance does not go to zero.

Keywords

Statistics Theory, 62J10; 62J05

Citation

URI

http://salesiana.dossiersoluciones.com/handle/123456789/131389

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/math/0702843
 http://arxiv.org/abs/math/0702843

Collections

arXiv