Weighted Least Squares and Least Median Squares estimation for the fuzzy linear regression analysis

作者: Pierpaolo D’Urso , Riccardo Massari

DOI: 10.1007/S40300-013-0025-9

关键词:

摘要: In this paper, we discuss the problem of regression analysis in a fuzzy domain. By considering an iterative Weighted Least Squares estimation approach, propose general linear model for studying dependence class response variable, i.e., $$LR_2$$ variable or trapezoidal variable,on set crisp explanatory variables. We also show some theoretical properties and suitable generalization determination coefficient order to investigate goodness fit model. Furthermore, issues assessment imprecision function. Finally, suggest robust version based on Median approach which is able neutralize and/or smooth disruptive effects possible outliers process. A simulation study two empirical applications are presented.

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