Abstract
This paper puts focus on some the remaining issues concerning jackknifing of centred bilinear models. A method improvement is proposed, describing how all the bilinear model parameters can be rotated in order to estimate the uncertainties of all model parameters. The mean values of centred models are also included in the rotation scheme.
The uncertainty information of the bilinear model parameters can be used to perform variable selection, variable weighting and detection of outliers.
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© 2004 Springer-Verlag Berlin Heidelberg
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Høy, M., Westad, F., Martens, H. (2004). Improved Jackknife Variance Estimates of Bilinear Model Parameters. In: Antoch, J. (eds) COMPSTAT 2004 — Proceedings in Computational Statistics. Physica, Heidelberg. https://doi.org/10.1007/978-3-7908-2656-2_21
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DOI: https://doi.org/10.1007/978-3-7908-2656-2_21
Publisher Name: Physica, Heidelberg
Print ISBN: 978-3-7908-1554-2
Online ISBN: 978-3-7908-2656-2
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