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- Title
Visualization of evidence in regression with the QR decomposition.
- Authors
Braun, W.
- Abstract
Graphical ANOVA is a simple and effective tool for visualizing evidence of differences between treatment means for data coming from factorial experiments. The purpose of the present article is to propose an analogous method for the visualization of the significance of regression, using the QR decomposition. Two graphical tests are proposed and compared with the classical $$F$$ test, by simulation. It is found that when the number of candidate predictors is small relative to the sample size, the classical test has slightly higher power than the graphical tests. When the number of predictors is large, the graphical tests remain powerful. while the classical $$F$$ test exhibits poor power properties.
- Subjects
LEAST squares; ANALYSIS of variance; F-test (Mathematical statistics); DATA visualization; MATHEMATICAL statistics; PROBABILITY theory
- Publication
Computational Statistics, 2015, Vol 30, Issue 4, p907
- ISSN
0943-4062
- Publication type
Article
- DOI
10.1007/s00180-015-0558-x