interval arithmeticbased simple linear regression between interval data discussion and sensitivity analysis on the choice of th_文.doc

Interval arithmetic-based simple linear regression between interval data Discussion and sensitivity analysis on the choice of th Interval arithmetic-based simple linear regression between interval data:Discussion and sensitivity analysis on the choice of the metricBeatriz Sinova?, Ana Colubi, Mar? á ángeles Gil, Gil González-Rodr? ′guezDepartamento de Estad?′stica, I.O. y D.M., Universidad de Oviedo, 33071 Oviedo, Spaina r t i c l ei n f oArticle history:Received 21 May 2010Received in revised form 19 November 2011Accepted 23 February 2012Available online 3 March 2012Keywords:Generalized mid/spread metricInterval arithmeticLinear regression analysisRrandom interval-valued sett-Vector functiona b s t r a c tThe prediction of a response random interval-valued set from an explanatory one has beenexamined in previous developments. These developments have considered an intervalarithmetic-based linear model between the random interval-valued sets and a leastsquares regression analysis. The least squares approach involves a generalized L2-metricbetween interval data; this metric weights squared distances between data location(mid-points/centers) and squared distances between data imprecision (spread/radius). Asa consequence, estimators of the parameters in the linear model depend on the choice ofthe weights in the metric. To investigate about a suitable choice of weighting in the gen-eralized mid/spread metric, a theoretical conclusion is first obtained. Finally, the impactof varying the weights is discussed by considering a Monte Carlo simulation study.? 2012 Elsevier Inc. All rights reserved.1. IntroductionIn investigating the relationship between random elements, regression analysis enables to seek for the causal effect of one(or several) random element(s) upon another. Regression techniques have long been relevant to many fields. Most of theregression methods assume that the involved random elements can be formalized as real-valued random variables.However,