A new procedure to identify linear and quadratic regression models based on signal-to-noise-ratio indicators

Research output: Contribution to journalArticlepeer-review

Abstract

A new regression procedure is developed for identification of linear and quadratic models. The new procedure uses indicators based on the signal-to-noise ratio, as well as more traditional indicators, to validate the models. Various traditional stages in the modeling process, like stepwise regression, outlier detection and removal and variable transformations, are pursued, however the interdependence between these stages is accounted for to ensure detection of the best model (or subset of models). Three examples are presented, where the proposed procedure is implemented. Some of the models identified have better goodness-of-fit than those reported in the literature. Furthermore, for two of the examples, complex quadratic models were identified that in fact model also the stochastic experimental error. While traditional indicators failed to signal the invalidity of these models, signal-to-noise ratio indicators, based on realistic noise estimates detected such over-fitting.

Original languageEnglish
Pages (from-to)235-250
Number of pages16
JournalMathematical and Computer Modelling
Volume46
Issue number1-2
DOIs
StatePublished - 1 Jul 2007

Keywords

  • Quadratic model
  • Signal-to-noise ratio
  • Stepwise regression
  • Variable selection

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