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The comparison between polynomial regression and orthogonal polynomial regression

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  • Tian, Guo-Liang

Abstract

In this paper, the relationship between X, the structure matrix in a polynomial regression (PR) model, and Z, the structure matrix in an orthogonal polynomial regression (OPR) model, is established. We show that C(X) [greater-or-equal, slanted] C(Z), where C(X) denotes the condition number of X, and OPR is superior to PR under the criteria of A- and E- optimalities in the sense of experimental design. However, the two regressions are equivalent under the criterion of D-optimality. These conclusions are also valid for the general linear regression model with p(1) predictor variables.

Suggested Citation

  • Tian, Guo-Liang, 1998. "The comparison between polynomial regression and orthogonal polynomial regression," Statistics & Probability Letters, Elsevier, vol. 38(4), pages 289-294, July.
  • Handle: RePEc:eee:stapro:v:38:y:1998:i:4:p:289-294
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    Cited by:

    1. Wu, Yingwen & Ji, Yangjian, 2023. "Identifying firm-specific technology opportunities from the perspective of competitors by using association rule mining," Journal of Informetrics, Elsevier, vol. 17(2).

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