Furey A M, Kowalski C J, Schneiderman E D, Willis S M
Department of Biostatistics, University of Michigan, Ann Arbor 48109.
Int J Biomed Comput. 1993 Jul;33(1):1-23. doi: 10.1016/0020-7101(93)90056-c.
A PC program, DESIGN, which can be used to evaluate and compare alternative choices of the design matrix, X, in the general linear model y = X beta + epsilon is described, illustrated and made available to interested readers. Given X, the program (1) computes various measures of the 'stability' of X and X'X and (2) determines the precisions of estimates of the model parameters, beta, and of predicted values, ŷ, at the given design points. Examples focusing on polynomial regression are given.
介绍了一个名为DESIGN的计算机程序，它可用于评估和比较一般线性模型y = Xβ + ε中设计矩阵X的不同选择，文中给出了示例并向感兴趣的读者提供该程序。给定X后，该程序（1）计算X和X'X的各种“稳定性”度量，（2）确定在给定设计点处模型参数β和预测值ŷ的估计精度。给出了以多项式回归为重点的示例。
