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Linear regression with interval data: the LIR approach Andrea Wiencierz and Marco E. G. V. Cattaneo Department of Statistics, LMU Munich Statistische Woche, Vienna, Austria September 20, 2012 A. Wiencierz and M. Cattaneo (LMU Munich) linLIR Sep. 20, 2012 1 / 16

Linear regression with interval data: the LIR approach · 2020-01-06 · Linear regression with interval data: the LIR approach Andrea Wiencierz and Marco E. G. V. Cattaneo Department

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Page 1: Linear regression with interval data: the LIR approach · 2020-01-06 · Linear regression with interval data: the LIR approach Andrea Wiencierz and Marco E. G. V. Cattaneo Department

Linear regression with interval data:the LIR approach

Andrea Wiencierz and Marco E. G. V. CattaneoDepartment of Statistics, LMU Munich

Statistische Woche, Vienna, AustriaSeptember 20, 2012

A. Wiencierz and M. Cattaneo (LMU Munich) linLIR Sep. 20, 2012 1 / 16

Page 2: Linear regression with interval data: the LIR approach · 2020-01-06 · Linear regression with interval data: the LIR approach Andrea Wiencierz and Marco E. G. V. Cattaneo Department

Likelihood-based Imprecise Regression (LIR)

� (X1,Y1), . . . , (Xn,Yn)

with (Xi ,Yi )i.i.d.∼ P

� simple linear regression:

Y = f (X ) = a + b X

●●

●●

−2 0 2 4 6

0

1

2

3

4

5

6

X

Y

A. Wiencierz and M. Cattaneo (LMU Munich) linLIR Sep. 20, 2012 2 / 16

Page 3: Linear regression with interval data: the LIR approach · 2020-01-06 · Linear regression with interval data: the LIR approach Andrea Wiencierz and Marco E. G. V. Cattaneo Department

Likelihood-based Imprecise Regression (LIR)

� (X1,Y1), . . . , (Xn,Yn)

with (Xi ,Yi )i.i.d.∼ P

� simple linear regression:

Y = f (X ) = a + b X

●●

●●

−2 0 2 4 6

0

1

2

3

4

5

6

X

Y

A. Wiencierz and M. Cattaneo (LMU Munich) linLIR Sep. 20, 2012 2 / 16

Page 4: Linear regression with interval data: the LIR approach · 2020-01-06 · Linear regression with interval data: the LIR approach Andrea Wiencierz and Marco E. G. V. Cattaneo Department

Likelihood-based Imprecise Regression (LIR)

� (X1,Y1), . . . , (Xn,Yn)

with (Xi ,Yi )i.i.d.∼ P

� simple linear regression:

Y = f (X ) = a + b X

●●

●●

−2 0 2 4 6

0

1

2

3

4

5

6

X

Y

A. Wiencierz and M. Cattaneo (LMU Munich) linLIR Sep. 20, 2012 2 / 16

Page 5: Linear regression with interval data: the LIR approach · 2020-01-06 · Linear regression with interval data: the LIR approach Andrea Wiencierz and Marco E. G. V. Cattaneo Department

(Simple) linear LIR with interval data

� (X ∗1 ,Y∗1 ), . . . , (X ∗n ,Y

∗n )

where X ∗i =[X i ,X i

]and Y ∗i =

[Y i ,Y i

]

� with V ∗i = X ∗i × Y ∗i((Xi ,Yi ),V

∗i )

i.i.d.∼ P

such that for ε ∈ [0, 1]

P((Xi ,Yi ) /∈ V ∗i ) ≤ ε� simple linear regression:

Y = f (X ) = a + b X

� p-quantile QRf ,p, withp ∈ (0, 1), of thedistribution of theresiduals

Rf ,i = |Yi − f (Xi )|

−2 0 2 4 6

0

1

2

3

4

5

6

X

Y

●●●●

●●

A. Wiencierz and M. Cattaneo (LMU Munich) linLIR Sep. 20, 2012 3 / 16

Page 6: Linear regression with interval data: the LIR approach · 2020-01-06 · Linear regression with interval data: the LIR approach Andrea Wiencierz and Marco E. G. V. Cattaneo Department

(Simple) linear LIR with interval data

� (X ∗1 ,Y∗1 ), . . . , (X ∗n ,Y

∗n )

where X ∗i =[X i ,X i

]and Y ∗i =

[Y i ,Y i

]� with V ∗i = X ∗i × Y ∗i

((Xi ,Yi ),V∗i )

i.i.d.∼ P

such that for ε ∈ [0, 1]

P((Xi ,Yi ) /∈ V ∗i ) ≤ ε

� simple linear regression:

Y = f (X ) = a + b X

� p-quantile QRf ,p, withp ∈ (0, 1), of thedistribution of theresiduals

Rf ,i = |Yi − f (Xi )|

−2 0 2 4 6

0

1

2

3

4

5

6

X

Y

●●●●

●●

A. Wiencierz and M. Cattaneo (LMU Munich) linLIR Sep. 20, 2012 3 / 16

Page 7: Linear regression with interval data: the LIR approach · 2020-01-06 · Linear regression with interval data: the LIR approach Andrea Wiencierz and Marco E. G. V. Cattaneo Department

(Simple) linear LIR with interval data

� (X ∗1 ,Y∗1 ), . . . , (X ∗n ,Y

∗n )

where X ∗i =[X i ,X i

]and Y ∗i =

[Y i ,Y i

]� with V ∗i = X ∗i × Y ∗i

((Xi ,Yi ),V∗i )

i.i.d.∼ P

such that for ε ∈ [0, 1]

P((Xi ,Yi ) /∈ V ∗i ) ≤ ε� simple linear regression:

Y = f (X ) = a + b X

� p-quantile QRf ,p, withp ∈ (0, 1), of thedistribution of theresiduals

Rf ,i = |Yi − f (Xi )|

−2 0 2 4 6

0

1

2

3

4

5

6

X

Y

●●●●

●●

A. Wiencierz and M. Cattaneo (LMU Munich) linLIR Sep. 20, 2012 3 / 16

Page 8: Linear regression with interval data: the LIR approach · 2020-01-06 · Linear regression with interval data: the LIR approach Andrea Wiencierz and Marco E. G. V. Cattaneo Department

(Simple) linear LIR with interval data

� (X ∗1 ,Y∗1 ), . . . , (X ∗n ,Y

∗n )

where X ∗i =[X i ,X i

]and Y ∗i =

[Y i ,Y i

]� with V ∗i = X ∗i × Y ∗i

((Xi ,Yi ),V∗i )

i.i.d.∼ P

such that for ε ∈ [0, 1]

P((Xi ,Yi ) /∈ V ∗i ) ≤ ε� simple linear regression:

Y = f (X ) = a + b X

� p-quantile QRf ,p, withp ∈ (0, 1), of thedistribution of theresiduals

Rf ,i = |Yi − f (Xi )|

−2 0 2 4 6

0

1

2

3

4

5

6

X

Y

●●●●

●●

A. Wiencierz and M. Cattaneo (LMU Munich) linLIR Sep. 20, 2012 3 / 16

Page 9: Linear regression with interval data: the LIR approach · 2020-01-06 · Linear regression with interval data: the LIR approach Andrea Wiencierz and Marco E. G. V. Cattaneo Department

(Simple) linear LIR with interval data

� imprecise residuals:

r f ,i = min(x,y)∈v∗i

|y − f (x)|

r f ,i = sup(x,y)∈v∗i

|y − f (x)|

� uncertainty about f :

data imprecision andstatistical uncertainty

� consider Cf ,p,β,ε:likelihood-basedconfidence region forQRf ,p with cutoff pointβ ∈ (0, 1)

−2 0 2 4 6

0

1

2

3

4

5

6

X

Y

●●●●

●●

A. Wiencierz and M. Cattaneo (LMU Munich) linLIR Sep. 20, 2012 4 / 16

Page 10: Linear regression with interval data: the LIR approach · 2020-01-06 · Linear regression with interval data: the LIR approach Andrea Wiencierz and Marco E. G. V. Cattaneo Department

(Simple) linear LIR with interval data

� imprecise residuals:

r f ,i = min(x,y)∈v∗i

|y − f (x)|

r f ,i = sup(x,y)∈v∗i

|y − f (x)|

� uncertainty about f :

data imprecision andstatistical uncertainty

� consider Cf ,p,β,ε:likelihood-basedconfidence region forQRf ,p with cutoff pointβ ∈ (0, 1)

−2 0 2 4 6

0

1

2

3

4

5

6

X

Y

●●●●

●●

A. Wiencierz and M. Cattaneo (LMU Munich) linLIR Sep. 20, 2012 4 / 16

Page 11: Linear regression with interval data: the LIR approach · 2020-01-06 · Linear regression with interval data: the LIR approach Andrea Wiencierz and Marco E. G. V. Cattaneo Department

(Simple) linear LIR with interval data

� imprecise residuals:

r f ,i = min(x,y)∈v∗i

|y − f (x)|

r f ,i = sup(x,y)∈v∗i

|y − f (x)|

� uncertainty about f :

data imprecision andstatistical uncertainty

� consider Cf ,p,β,ε:likelihood-basedconfidence region forQRf ,p with cutoff pointβ ∈ (0, 1)

−2 0 2 4 6

0

1

2

3

4

5

6

X

Y

●●●●

●●

A. Wiencierz and M. Cattaneo (LMU Munich) linLIR Sep. 20, 2012 4 / 16

Page 12: Linear regression with interval data: the LIR approach · 2020-01-06 · Linear regression with interval data: the LIR approach Andrea Wiencierz and Marco E. G. V. Cattaneo Department

(Simple) linear LIR with interval data

� imprecise residuals:

r f ,i = min(x,y)∈v∗i

|y − f (x)|

r f ,i = sup(x,y)∈v∗i

|y − f (x)|

� uncertainty about f :

data imprecision andstatistical uncertainty

� consider Cf ,p,β,ε:likelihood-basedconfidence region forQRf ,p with cutoff pointβ ∈ (0, 1)

� result U : set of allplausible functions

−2 0 2 4 6

0

1

2

3

4

5

6

X

Y

●●●●

●●

A. Wiencierz and M. Cattaneo (LMU Munich) linLIR Sep. 20, 2012 5 / 16

Page 13: Linear regression with interval data: the LIR approach · 2020-01-06 · Linear regression with interval data: the LIR approach Andrea Wiencierz and Marco E. G. V. Cattaneo Department

Recapitulation: (simple) linear LIR with interval data

� ((Xi ,Yi ),V∗i )

i.i.d.∼ P , P ∈ Pε = {P : P((Xi ,Yi ) /∈ V ∗i ) ≤ ε} , ε ∈ [0, 1]

� Yi = f (Xi ) , f ∈ F =

{fa,b :

R → RX 7→ a + b X

, a, b ∈ R}

� observations v∗1 , . . . , v∗n induce (normalized) profile likelihood function likQRf

of the p-quantile of the distribution of Rf for each f ∈ F� likQRf

is a stepwise constant function with points of discontinuity at:

0 = r f ,(0), . . . , r f ,(dn(p−ε)e), r f ,(bn(p+ε)c+1), . . . , r f ,(n+1) = +∞

� Cf = [r f ,(k+1), r f ,(k)] , values of k , k ∈ N ∪ {0} depend on n, p, β, ε

� LIR result U = {f ∈ F : r f ,(k+1) ≤ qLRM} , where qLRM = inff∈F

r f ,(k)

� if there is a unique f with r f ,(k) = qLRM , it is optimal according to the LRMcriterion and called fLRM ; LRM means Likelihood-based Region Minimax

� further details in: M. Cattaneo, A. Wiencierz (2012). Likelihood-basedImprecise Regression. Int. J. Approx. Reasoning 53. 1137-1154.

A. Wiencierz and M. Cattaneo (LMU Munich) linLIR Sep. 20, 2012 6 / 16

Page 14: Linear regression with interval data: the LIR approach · 2020-01-06 · Linear regression with interval data: the LIR approach Andrea Wiencierz and Marco E. G. V. Cattaneo Department

Recapitulation: (simple) linear LIR with interval data

� ((Xi ,Yi ),V∗i )

i.i.d.∼ P , P ∈ Pε = {P : P((Xi ,Yi ) /∈ V ∗i ) ≤ ε} , ε ∈ [0, 1]

� Yi = f (Xi ) , f ∈ F =

{fa,b :

R → RX 7→ a + b X

, a, b ∈ R}

� observations v∗1 , . . . , v∗n induce (normalized) profile likelihood function likQRf

of the p-quantile of the distribution of Rf for each f ∈ F� likQRf

is a stepwise constant function with points of discontinuity at:

0 = r f ,(0), . . . , r f ,(dn(p−ε)e), r f ,(bn(p+ε)c+1), . . . , r f ,(n+1) = +∞

� Cf = [r f ,(k+1), r f ,(k)] , values of k , k ∈ N ∪ {0} depend on n, p, β, ε

� LIR result U = {f ∈ F : r f ,(k+1) ≤ qLRM} , where qLRM = inff∈F

r f ,(k)

� if there is a unique f with r f ,(k) = qLRM , it is optimal according to the LRMcriterion and called fLRM ; LRM means Likelihood-based Region Minimax

� further details in: M. Cattaneo, A. Wiencierz (2012). Likelihood-basedImprecise Regression. Int. J. Approx. Reasoning 53. 1137-1154.

A. Wiencierz and M. Cattaneo (LMU Munich) linLIR Sep. 20, 2012 6 / 16

Page 15: Linear regression with interval data: the LIR approach · 2020-01-06 · Linear regression with interval data: the LIR approach Andrea Wiencierz and Marco E. G. V. Cattaneo Department

Recapitulation: (simple) linear LIR with interval data

� ((Xi ,Yi ),V∗i )

i.i.d.∼ P , P ∈ Pε = {P : P((Xi ,Yi ) /∈ V ∗i ) ≤ ε} , ε ∈ [0, 1]

� Yi = f (Xi ) , f ∈ F =

{fa,b :

R → RX 7→ a + b X

, a, b ∈ R}

� observations v∗1 , . . . , v∗n induce (normalized) profile likelihood function likQRf

of the p-quantile of the distribution of Rf for each f ∈ F� likQRf

is a stepwise constant function with points of discontinuity at:

0 = r f ,(0), . . . , r f ,(dn(p−ε)e), r f ,(bn(p+ε)c+1), . . . , r f ,(n+1) = +∞

� Cf = [r f ,(k+1), r f ,(k)] , values of k , k ∈ N ∪ {0} depend on n, p, β, ε

� LIR result U = {f ∈ F : r f ,(k+1) ≤ qLRM} , where qLRM = inff∈F

r f ,(k)

� if there is a unique f with r f ,(k) = qLRM , it is optimal according to the LRMcriterion and called fLRM ; LRM means Likelihood-based Region Minimax

� further details in: M. Cattaneo, A. Wiencierz (2012). Likelihood-basedImprecise Regression. Int. J. Approx. Reasoning 53. 1137-1154.

A. Wiencierz and M. Cattaneo (LMU Munich) linLIR Sep. 20, 2012 6 / 16

Page 16: Linear regression with interval data: the LIR approach · 2020-01-06 · Linear regression with interval data: the LIR approach Andrea Wiencierz and Marco E. G. V. Cattaneo Department

Recapitulation: (simple) linear LIR with interval data

� ((Xi ,Yi ),V∗i )

i.i.d.∼ P , P ∈ Pε = {P : P((Xi ,Yi ) /∈ V ∗i ) ≤ ε} , ε ∈ [0, 1]

� Yi = f (Xi ) , f ∈ F =

{fa,b :

R → RX 7→ a + b X

, a, b ∈ R}

� observations v∗1 , . . . , v∗n induce (normalized) profile likelihood function likQRf

of the p-quantile of the distribution of Rf for each f ∈ F

� likQRfis a stepwise constant function with points of discontinuity at:

0 = r f ,(0), . . . , r f ,(dn(p−ε)e), r f ,(bn(p+ε)c+1), . . . , r f ,(n+1) = +∞

� Cf = [r f ,(k+1), r f ,(k)] , values of k , k ∈ N ∪ {0} depend on n, p, β, ε

� LIR result U = {f ∈ F : r f ,(k+1) ≤ qLRM} , where qLRM = inff∈F

r f ,(k)

� if there is a unique f with r f ,(k) = qLRM , it is optimal according to the LRMcriterion and called fLRM ; LRM means Likelihood-based Region Minimax

� further details in: M. Cattaneo, A. Wiencierz (2012). Likelihood-basedImprecise Regression. Int. J. Approx. Reasoning 53. 1137-1154.

A. Wiencierz and M. Cattaneo (LMU Munich) linLIR Sep. 20, 2012 6 / 16

Page 17: Linear regression with interval data: the LIR approach · 2020-01-06 · Linear regression with interval data: the LIR approach Andrea Wiencierz and Marco E. G. V. Cattaneo Department

Recapitulation: (simple) linear LIR with interval data

� ((Xi ,Yi ),V∗i )

i.i.d.∼ P , P ∈ Pε = {P : P((Xi ,Yi ) /∈ V ∗i ) ≤ ε} , ε ∈ [0, 1]

� Yi = f (Xi ) , f ∈ F =

{fa,b :

R → RX 7→ a + b X

, a, b ∈ R}

� observations v∗1 , . . . , v∗n induce (normalized) profile likelihood function likQRf

of the p-quantile of the distribution of Rf for each f ∈ F� likQRf

is a stepwise constant function with points of discontinuity at:

0 = r f ,(0), . . . , r f ,(dn(p−ε)e), r f ,(bn(p+ε)c+1), . . . , r f ,(n+1) = +∞

� Cf = [r f ,(k+1), r f ,(k)] , values of k , k ∈ N ∪ {0} depend on n, p, β, ε

� LIR result U = {f ∈ F : r f ,(k+1) ≤ qLRM} , where qLRM = inff∈F

r f ,(k)

� if there is a unique f with r f ,(k) = qLRM , it is optimal according to the LRMcriterion and called fLRM ; LRM means Likelihood-based Region Minimax

� further details in: M. Cattaneo, A. Wiencierz (2012). Likelihood-basedImprecise Regression. Int. J. Approx. Reasoning 53. 1137-1154.

A. Wiencierz and M. Cattaneo (LMU Munich) linLIR Sep. 20, 2012 6 / 16

Page 18: Linear regression with interval data: the LIR approach · 2020-01-06 · Linear regression with interval data: the LIR approach Andrea Wiencierz and Marco E. G. V. Cattaneo Department

Recapitulation: (simple) linear LIR with interval data

� ((Xi ,Yi ),V∗i )

i.i.d.∼ P , P ∈ Pε = {P : P((Xi ,Yi ) /∈ V ∗i ) ≤ ε} , ε ∈ [0, 1]

� Yi = f (Xi ) , f ∈ F =

{fa,b :

R → RX 7→ a + b X

, a, b ∈ R}

� observations v∗1 , . . . , v∗n induce (normalized) profile likelihood function likQRf

of the p-quantile of the distribution of Rf for each f ∈ F� likQRf

is a stepwise constant function with points of discontinuity at:

0 = r f ,(0), . . . , r f ,(dn(p−ε)e), r f ,(bn(p+ε)c+1), . . . , r f ,(n+1) = +∞

� Cf = [r f ,(k+1), r f ,(k)] , values of k , k ∈ N ∪ {0} depend on n, p, β, ε

� LIR result U = {f ∈ F : r f ,(k+1) ≤ qLRM} , where qLRM = inff∈F

r f ,(k)

� if there is a unique f with r f ,(k) = qLRM , it is optimal according to the LRMcriterion and called fLRM ; LRM means Likelihood-based Region Minimax

� further details in: M. Cattaneo, A. Wiencierz (2012). Likelihood-basedImprecise Regression. Int. J. Approx. Reasoning 53. 1137-1154.

A. Wiencierz and M. Cattaneo (LMU Munich) linLIR Sep. 20, 2012 6 / 16

Page 19: Linear regression with interval data: the LIR approach · 2020-01-06 · Linear regression with interval data: the LIR approach Andrea Wiencierz and Marco E. G. V. Cattaneo Department

Recapitulation: (simple) linear LIR with interval data

� ((Xi ,Yi ),V∗i )

i.i.d.∼ P , P ∈ Pε = {P : P((Xi ,Yi ) /∈ V ∗i ) ≤ ε} , ε ∈ [0, 1]

� Yi = f (Xi ) , f ∈ F =

{fa,b :

R → RX 7→ a + b X

, a, b ∈ R}

� observations v∗1 , . . . , v∗n induce (normalized) profile likelihood function likQRf

of the p-quantile of the distribution of Rf for each f ∈ F� likQRf

is a stepwise constant function with points of discontinuity at:

0 = r f ,(0), . . . , r f ,(dn(p−ε)e), r f ,(bn(p+ε)c+1), . . . , r f ,(n+1) = +∞

� Cf = [r f ,(k+1), r f ,(k)] , values of k , k ∈ N ∪ {0} depend on n, p, β, ε

� LIR result U = {f ∈ F : r f ,(k+1) ≤ qLRM} , where qLRM = inff∈F

r f ,(k)

� if there is a unique f with r f ,(k) = qLRM , it is optimal according to the LRMcriterion and called fLRM ; LRM means Likelihood-based Region Minimax

� further details in: M. Cattaneo, A. Wiencierz (2012). Likelihood-basedImprecise Regression. Int. J. Approx. Reasoning 53. 1137-1154.

A. Wiencierz and M. Cattaneo (LMU Munich) linLIR Sep. 20, 2012 6 / 16

Page 20: Linear regression with interval data: the LIR approach · 2020-01-06 · Linear regression with interval data: the LIR approach Andrea Wiencierz and Marco E. G. V. Cattaneo Department

Recapitulation: (simple) linear LIR with interval data

� ((Xi ,Yi ),V∗i )

i.i.d.∼ P , P ∈ Pε = {P : P((Xi ,Yi ) /∈ V ∗i ) ≤ ε} , ε ∈ [0, 1]

� Yi = f (Xi ) , f ∈ F =

{fa,b :

R → RX 7→ a + b X

, a, b ∈ R}

� observations v∗1 , . . . , v∗n induce (normalized) profile likelihood function likQRf

of the p-quantile of the distribution of Rf for each f ∈ F� likQRf

is a stepwise constant function with points of discontinuity at:

0 = r f ,(0), . . . , r f ,(dn(p−ε)e), r f ,(bn(p+ε)c+1), . . . , r f ,(n+1) = +∞

� Cf = [r f ,(k+1), r f ,(k)] , values of k , k ∈ N ∪ {0} depend on n, p, β, ε

� LIR result U = {f ∈ F : r f ,(k+1) ≤ qLRM} , where qLRM = inff∈F

r f ,(k)

� if there is a unique f with r f ,(k) = qLRM , it is optimal according to the LRMcriterion and called fLRM ; LRM means Likelihood-based Region Minimax

� further details in: M. Cattaneo, A. Wiencierz (2012). Likelihood-basedImprecise Regression. Int. J. Approx. Reasoning 53. 1137-1154.

A. Wiencierz and M. Cattaneo (LMU Munich) linLIR Sep. 20, 2012 6 / 16

Page 21: Linear regression with interval data: the LIR approach · 2020-01-06 · Linear regression with interval data: the LIR approach Andrea Wiencierz and Marco E. G. V. Cattaneo Department

Recapitulation: (simple) linear LIR with interval data

� ((Xi ,Yi ),V∗i )

i.i.d.∼ P , P ∈ Pε = {P : P((Xi ,Yi ) /∈ V ∗i ) ≤ ε} , ε ∈ [0, 1]

� Yi = f (Xi ) , f ∈ F =

{fa,b :

R → RX 7→ a + b X

, a, b ∈ R}

� observations v∗1 , . . . , v∗n induce (normalized) profile likelihood function likQRf

of the p-quantile of the distribution of Rf for each f ∈ F� likQRf

is a stepwise constant function with points of discontinuity at:

0 = r f ,(0), . . . , r f ,(dn(p−ε)e), r f ,(bn(p+ε)c+1), . . . , r f ,(n+1) = +∞

� Cf = [r f ,(k+1), r f ,(k)] , values of k , k ∈ N ∪ {0} depend on n, p, β, ε

� LIR result U = {f ∈ F : r f ,(k+1) ≤ qLRM} , where qLRM = inff∈F

r f ,(k)

� if there is a unique f with r f ,(k) = qLRM , it is optimal according to the LRMcriterion and called fLRM ; LRM means Likelihood-based Region Minimax

� further details in: M. Cattaneo, A. Wiencierz (2012). Likelihood-basedImprecise Regression. Int. J. Approx. Reasoning 53. 1137-1154.

A. Wiencierz and M. Cattaneo (LMU Munich) linLIR Sep. 20, 2012 6 / 16

Page 22: Linear regression with interval data: the LIR approach · 2020-01-06 · Linear regression with interval data: the LIR approach Andrea Wiencierz and Marco E. G. V. Cattaneo Department

Statistical properties of the LIR method

� the presented method for linear LIR generalizes Least Quantile of Squares(LQS) regression to imprecise data and to accounting directly for statisticaluncertainty

� very robust due to nonparametric probability model and quantiles,

breakdown-point ε∗ = min{k,n−k}n

n→∞−→ min{p, 1− p} − ε

� exact confidence level of Cf :

infP∈Pε

P(Cf 3 QRf) =

k∑k=k+1

(nk

)pk (1− p)n−k ε = 0

k∑k=k+1

(nk

)(p + ε)k (1− (p + ε))n−k ε > 0, p ≤ 0.5

k∑k=k+1

(nk

)(p − ε)k (1− (p − ε))n−k ε > 0, p > 0.5

A. Wiencierz and M. Cattaneo (LMU Munich) linLIR Sep. 20, 2012 7 / 16

Page 23: Linear regression with interval data: the LIR approach · 2020-01-06 · Linear regression with interval data: the LIR approach Andrea Wiencierz and Marco E. G. V. Cattaneo Department

Statistical properties of the LIR method

� the presented method for linear LIR generalizes Least Quantile of Squares(LQS) regression to imprecise data and to accounting directly for statisticaluncertainty

� very robust due to nonparametric probability model and quantiles,

breakdown-point ε∗ = min{k,n−k}n

n→∞−→ min{p, 1− p} − ε

� exact confidence level of Cf :

infP∈Pε

P(Cf 3 QRf) =

k∑k=k+1

(nk

)pk (1− p)n−k ε = 0

k∑k=k+1

(nk

)(p + ε)k (1− (p + ε))n−k ε > 0, p ≤ 0.5

k∑k=k+1

(nk

)(p − ε)k (1− (p − ε))n−k ε > 0, p > 0.5

A. Wiencierz and M. Cattaneo (LMU Munich) linLIR Sep. 20, 2012 7 / 16

Page 24: Linear regression with interval data: the LIR approach · 2020-01-06 · Linear regression with interval data: the LIR approach Andrea Wiencierz and Marco E. G. V. Cattaneo Department

Statistical properties of the LIR method

� the presented method for linear LIR generalizes Least Quantile of Squares(LQS) regression to imprecise data and to accounting directly for statisticaluncertainty

� very robust due to nonparametric probability model and quantiles,

breakdown-point ε∗ = min{k,n−k}n

n→∞−→ min{p, 1− p} − ε� exact confidence level of Cf :

infP∈Pε

P(Cf 3 QRf) =

k∑k=k+1

(nk

)pk (1− p)n−k ε = 0

k∑k=k+1

(nk

)(p + ε)k (1− (p + ε))n−k ε > 0, p ≤ 0.5

k∑k=k+1

(nk

)(p − ε)k (1− (p − ε))n−k ε > 0, p > 0.5

A. Wiencierz and M. Cattaneo (LMU Munich) linLIR Sep. 20, 2012 7 / 16

Page 25: Linear regression with interval data: the LIR approach · 2020-01-06 · Linear regression with interval data: the LIR approach Andrea Wiencierz and Marco E. G. V. Cattaneo Department

Statistical properties of the LIR method

� the presented method for linear LIR generalizes Least Quantile of Squares(LQS) regression to imprecise data and to accounting directly for statisticaluncertainty

� very robust due to nonparametric probability model and quantiles,

breakdown-point ε∗ = min{k,n−k}n

n→∞−→ min{p, 1− p} − ε

� exact confidence level of Cf :

infP∈Pε

P(Cf 3 QRf) =

k∑k=k+1

(nk

)pk (1− p)n−k ε = 0

k∑k=k+1

(nk

)(p + ε)k (1− (p + ε))n−k ε > 0, p ≤ 0.5

k∑k=k+1

(nk

)(p − ε)k (1− (p − ε))n−k ε > 0, p > 0.5

A. Wiencierz and M. Cattaneo (LMU Munich) linLIR Sep. 20, 2012 7 / 16

Page 26: Linear regression with interval data: the LIR approach · 2020-01-06 · Linear regression with interval data: the LIR approach Andrea Wiencierz and Marco E. G. V. Cattaneo Department

Statistical properties of the LIR method

� the presented method for linear LIR generalizes Least Quantile of Squares(LQS) regression to imprecise data and to accounting directly for statisticaluncertainty

� very robust due to nonparametric probability model and quantiles,

breakdown-point ε∗ = min{k,n−k}n

n→∞−→ min{p, 1− p} − ε� exact confidence level of Cf :

infP∈Pε

P(Cf 3 QRf) =

k∑k=k+1

(nk

)pk (1− p)n−k ε = 0

k∑k=k+1

(nk

)(p + ε)k (1− (p + ε))n−k ε > 0, p ≤ 0.5

k∑k=k+1

(nk

)(p − ε)k (1− (p − ε))n−k ε > 0, p > 0.5

A. Wiencierz and M. Cattaneo (LMU Munich) linLIR Sep. 20, 2012 7 / 16

Page 27: Linear regression with interval data: the LIR approach · 2020-01-06 · Linear regression with interval data: the LIR approach Andrea Wiencierz and Marco E. G. V. Cattaneo Department

Statistical properties of the LIR method

� the presented method for linear LIR generalizes Least Quantile of Squares(LQS) regression to imprecise data and to accounting directly for statisticaluncertainty

� very robust due to nonparametric probability model and quantiles,

breakdown-point ε∗ = min{k,n−k}n

n→∞−→ min{p, 1− p} − ε� exact confidence level of Cf :

infP∈Pε

P(Cf 3 QRf) =

k∑k=k+1

(nk

)pk (1− p)n−k ε = 0

k∑k=k+1

(nk

)(p + ε)k (1− (p + ε))n−k ε > 0, p ≤ 0.5

k∑k=k+1

(nk

)(p − ε)k (1− (p − ε))n−k ε > 0, p > 0.5

A. Wiencierz and M. Cattaneo (LMU Munich) linLIR Sep. 20, 2012 7 / 16

Page 28: Linear regression with interval data: the LIR approach · 2020-01-06 · Linear regression with interval data: the LIR approach Andrea Wiencierz and Marco E. G. V. Cattaneo Department

Implementation: Exact algorithm for simple linear LIR

� aim: determine the setof undominatedfunctions U = {f ∈ F :r f ,(k+1) ≤ qLRM}

� 1st step: find qLRM

� B fLRM ,qLRM(blue dashed

lines) is the thinnestband containing at leastk imprecise data

� here β = 0.8, p = 0.6,n = 17 , and k = 12

−2 0 2 4 6

0

1

2

3

4

5

6

X

Y

●●●●

●●

A. Wiencierz and M. Cattaneo (LMU Munich) linLIR Sep. 20, 2012 8 / 16

Page 29: Linear regression with interval data: the LIR approach · 2020-01-06 · Linear regression with interval data: the LIR approach Andrea Wiencierz and Marco E. G. V. Cattaneo Department

Implementation: Exact algorithm for simple linear LIR

� aim: determine the setof undominatedfunctions U = {f ∈ F :r f ,(k+1) ≤ qLRM}

� 1st step: find qLRM

� B fLRM ,qLRM(blue dashed

lines) is the thinnestband containing at leastk imprecise data

� here β = 0.8, p = 0.6,n = 17 , and k = 12

−2 0 2 4 6

0

1

2

3

4

5

6

X

Y

●●●●

●●

A. Wiencierz and M. Cattaneo (LMU Munich) linLIR Sep. 20, 2012 8 / 16

Page 30: Linear regression with interval data: the LIR approach · 2020-01-06 · Linear regression with interval data: the LIR approach Andrea Wiencierz and Marco E. G. V. Cattaneo Department

Implementation: Exact algorithm for simple linear LIR

� aim: determine the setof undominatedfunctions U = {f ∈ F :r f ,(k+1) ≤ qLRM}

� 1st step: find qLRM

� B fLRM ,qLRM(blue dashed

lines) is the thinnestband containing at leastk imprecise data

� here β = 0.8, p = 0.6,n = 17 , and k = 12

−2 0 2 4 6

0

1

2

3

4

5

6

X

Y

●●●●

●●

A. Wiencierz and M. Cattaneo (LMU Munich) linLIR Sep. 20, 2012 8 / 16

Page 31: Linear regression with interval data: the LIR approach · 2020-01-06 · Linear regression with interval data: the LIR approach Andrea Wiencierz and Marco E. G. V. Cattaneo Department

Implementation: Exact algorithm for simple linear LIR

� aim: determine the setof undominatedfunctions U = {f ∈ F :r f ,(k+1) ≤ qLRM}

� 1st step: find qLRM

� B fLRM ,qLRM(blue dashed

lines) is the thinnestband containing at leastk imprecise data

� here β = 0.8, p = 0.6,n = 17 , and k = 12

−2 0 2 4 6

0

1

2

3

4

5

6

X

Y

●●●●

●●

A. Wiencierz and M. Cattaneo (LMU Munich) linLIR Sep. 20, 2012 8 / 16

Page 32: Linear regression with interval data: the LIR approach · 2020-01-06 · Linear regression with interval data: the LIR approach Andrea Wiencierz and Marco E. G. V. Cattaneo Department

Implementation: Exact algorithm - Part 1

� some of the included kimprecise data touchthe border of B fLRM ,qLRM

in 3 different points

� bLRM can be any slopedetermined by thecorresponding cornerpoints of 2 imprecisedata or 0

� B: set of all 4(n2

)+ 1

possible values for bLRM

� for each b ∈ B findab ∈ R for whichr fab,b,(k)

is minimal

� qLRM = minb∈B

r fab,b

−2 0 2 4 6

0

1

2

3

4

5

6

X

Y

●●●●

●●

A. Wiencierz and M. Cattaneo (LMU Munich) linLIR Sep. 20, 2012 9 / 16

Page 33: Linear regression with interval data: the LIR approach · 2020-01-06 · Linear regression with interval data: the LIR approach Andrea Wiencierz and Marco E. G. V. Cattaneo Department

Implementation: Exact algorithm - Part 1

� some of the included kimprecise data touchthe border of B fLRM ,qLRM

in 3 different points

� bLRM can be any slopedetermined by thecorresponding cornerpoints of 2 imprecisedata or 0

� B: set of all 4(n2

)+ 1

possible values for bLRM

� for each b ∈ B findab ∈ R for whichr fab,b,(k)

is minimal

� qLRM = minb∈B

r fab,b

−2 0 2 4 6

0

1

2

3

4

5

6

X

Y

●●●●

●●

A. Wiencierz and M. Cattaneo (LMU Munich) linLIR Sep. 20, 2012 9 / 16

Page 34: Linear regression with interval data: the LIR approach · 2020-01-06 · Linear regression with interval data: the LIR approach Andrea Wiencierz and Marco E. G. V. Cattaneo Department

Implementation: Exact algorithm - Part 1

� some of the included kimprecise data touchthe border of B fLRM ,qLRM

in 3 different points

� bLRM can be any slopedetermined by thecorresponding cornerpoints of 2 imprecisedata or 0

� B: set of all 4(n2

)+ 1

possible values for bLRM

� for each b ∈ B findab ∈ R for whichr fab,b,(k)

is minimal

� qLRM = minb∈B

r fab,b

−2 0 2 4 6

0

1

2

3

4

5

6

X

Y

●●●●

●●

A. Wiencierz and M. Cattaneo (LMU Munich) linLIR Sep. 20, 2012 9 / 16

Page 35: Linear regression with interval data: the LIR approach · 2020-01-06 · Linear regression with interval data: the LIR approach Andrea Wiencierz and Marco E. G. V. Cattaneo Department

Implementation: Exact algorithm - Part 1

� some of the included kimprecise data touchthe border of B fLRM ,qLRM

in 3 different points

� bLRM can be any slopedetermined by thecorresponding cornerpoints of 2 imprecisedata or 0

� B: set of all 4(n2

)+ 1

possible values for bLRM

� for each b ∈ B findab ∈ R for whichr fab,b,(k)

is minimal

� qLRM = minb∈B

r fab,b

−2 0 2 4 6

0

1

2

3

4

5

6

X

Y

●●●●

●●

A. Wiencierz and M. Cattaneo (LMU Munich) linLIR Sep. 20, 2012 9 / 16

Page 36: Linear regression with interval data: the LIR approach · 2020-01-06 · Linear regression with interval data: the LIR approach Andrea Wiencierz and Marco E. G. V. Cattaneo Department

Implementation: Exact algorithm - Part 1

� some of the included kimprecise data touchthe border of B fLRM ,qLRM

in 3 different points

� bLRM can be any slopedetermined by thecorresponding cornerpoints of 2 imprecisedata or 0

� B: set of all 4(n2

)+ 1

possible values for bLRM

� for each b ∈ B findab ∈ R for whichr fab,b,(k)

is minimal

� qLRM = minb∈B

r fab,b

−2 0 2 4 6

0

1

2

3

4

5

6

X

Y

●●●●

●●

A. Wiencierz and M. Cattaneo (LMU Munich) linLIR Sep. 20, 2012 9 / 16

Page 37: Linear regression with interval data: the LIR approach · 2020-01-06 · Linear regression with interval data: the LIR approach Andrea Wiencierz and Marco E. G. V. Cattaneo Department

Implementation: Exact algorithm - Part 2

� step 2: determine U

� if f ∈ U , then B f ,qLRM

intersects at least k + 1imprecise data

� here k = 8

� for each b ∈ R find theof intercept valuesa ∈ R, for whichr fa,b,(k+1) ≤ qLRM

� U can also berepresented by thecorresponding subset ofthe parameter space

−2 0 2 4 6

0

1

2

3

4

5

6

X

Y

●●●●

●●

A. Wiencierz and M. Cattaneo (LMU Munich) linLIR Sep. 20, 2012 10 / 16

Page 38: Linear regression with interval data: the LIR approach · 2020-01-06 · Linear regression with interval data: the LIR approach Andrea Wiencierz and Marco E. G. V. Cattaneo Department

Implementation: Exact algorithm - Part 2

� step 2: determine U� if f ∈ U , then B f ,qLRM

intersects at least k + 1imprecise data

� here k = 8

� for each b ∈ R find theof intercept valuesa ∈ R, for whichr fa,b,(k+1) ≤ qLRM

� U can also berepresented by thecorresponding subset ofthe parameter space

−2 0 2 4 6

0

1

2

3

4

5

6

X

Y

●●●●

●●

A. Wiencierz and M. Cattaneo (LMU Munich) linLIR Sep. 20, 2012 10 / 16

Page 39: Linear regression with interval data: the LIR approach · 2020-01-06 · Linear regression with interval data: the LIR approach Andrea Wiencierz and Marco E. G. V. Cattaneo Department

Implementation: Exact algorithm - Part 2

� step 2: determine U� if f ∈ U , then B f ,qLRM

intersects at least k + 1imprecise data

� here k = 8

� for each b ∈ R find theof intercept valuesa ∈ R, for whichr fa,b,(k+1) ≤ qLRM

� U can also berepresented by thecorresponding subset ofthe parameter space

−2 0 2 4 6

0

1

2

3

4

5

6

X

Y

●●●●

●●

A. Wiencierz and M. Cattaneo (LMU Munich) linLIR Sep. 20, 2012 10 / 16

Page 40: Linear regression with interval data: the LIR approach · 2020-01-06 · Linear regression with interval data: the LIR approach Andrea Wiencierz and Marco E. G. V. Cattaneo Department

Implementation: Exact algorithm - Part 2

� step 2: determine U� if f ∈ U , then B f ,qLRM

intersects at least k + 1imprecise data

� here k = 8

� for each b ∈ R find theof intercept valuesa ∈ R, for whichr fa,b,(k+1) ≤ qLRM

� U can also berepresented by thecorresponding subset ofthe parameter space

−2 0 2 4 6

0

1

2

3

4

5

6

X

Y

●●●●

●●

A. Wiencierz and M. Cattaneo (LMU Munich) linLIR Sep. 20, 2012 10 / 16

Page 41: Linear regression with interval data: the LIR approach · 2020-01-06 · Linear regression with interval data: the LIR approach Andrea Wiencierz and Marco E. G. V. Cattaneo Department

Set of undominated parameters

−2.5 −2.0 −1.5 −1.0 −0.5 0.0 0.5 1.0

0.0

0.5

1.0

1.5

2.0

2.5

b

a

A. Wiencierz and M. Cattaneo (LMU Munich) linLIR Sep. 20, 2012 11 / 16

Page 42: Linear regression with interval data: the LIR approach · 2020-01-06 · Linear regression with interval data: the LIR approach Andrea Wiencierz and Marco E. G. V. Cattaneo Department

Implementation of the algorithm in R

Recapitulation: Exact algorithm for simple linear LIR with interval data

� the 1st part of the algorithm generalizes the exact algorithm for LQSregression

� the presented algorithm has computational complexity O(n3 log n)

� further details in: M. Cattaneo, A. Wiencierz (2012). On the implementationof LIR: the case of simple linear regression with interval data. TechnicalReport 127. Department of Statistics. LMU Munich.

linLIR package

� linLIR: linear Likelihood-based Imprecise Regression, available at CRAN:http://cran.r-project.org/

� function to plot 2-dimensional interval data set

� s.linlir function implements the exact algorithm

� further tools to summarize and visualize results

A. Wiencierz and M. Cattaneo (LMU Munich) linLIR Sep. 20, 2012 12 / 16

Page 43: Linear regression with interval data: the LIR approach · 2020-01-06 · Linear regression with interval data: the LIR approach Andrea Wiencierz and Marco E. G. V. Cattaneo Department

Implementation of the algorithm in R

Recapitulation: Exact algorithm for simple linear LIR with interval data

� the 1st part of the algorithm generalizes the exact algorithm for LQSregression

� the presented algorithm has computational complexity O(n3 log n)

� further details in: M. Cattaneo, A. Wiencierz (2012). On the implementationof LIR: the case of simple linear regression with interval data. TechnicalReport 127. Department of Statistics. LMU Munich.

linLIR package

� linLIR: linear Likelihood-based Imprecise Regression, available at CRAN:http://cran.r-project.org/

� function to plot 2-dimensional interval data set

� s.linlir function implements the exact algorithm

� further tools to summarize and visualize results

A. Wiencierz and M. Cattaneo (LMU Munich) linLIR Sep. 20, 2012 12 / 16

Page 44: Linear regression with interval data: the LIR approach · 2020-01-06 · Linear regression with interval data: the LIR approach Andrea Wiencierz and Marco E. G. V. Cattaneo Department

Implementation of the algorithm in R

Recapitulation: Exact algorithm for simple linear LIR with interval data

� the 1st part of the algorithm generalizes the exact algorithm for LQSregression

� the presented algorithm has computational complexity O(n3 log n)

� further details in: M. Cattaneo, A. Wiencierz (2012). On the implementationof LIR: the case of simple linear regression with interval data. TechnicalReport 127. Department of Statistics. LMU Munich.

linLIR package

� linLIR: linear Likelihood-based Imprecise Regression, available at CRAN:http://cran.r-project.org/

� function to plot 2-dimensional interval data set

� s.linlir function implements the exact algorithm

� further tools to summarize and visualize results

A. Wiencierz and M. Cattaneo (LMU Munich) linLIR Sep. 20, 2012 12 / 16

Page 45: Linear regression with interval data: the LIR approach · 2020-01-06 · Linear regression with interval data: the LIR approach Andrea Wiencierz and Marco E. G. V. Cattaneo Department

Implementation of the algorithm in R

Recapitulation: Exact algorithm for simple linear LIR with interval data

� the 1st part of the algorithm generalizes the exact algorithm for LQSregression

� the presented algorithm has computational complexity O(n3 log n)

� further details in: M. Cattaneo, A. Wiencierz (2012). On the implementationof LIR: the case of simple linear regression with interval data. TechnicalReport 127. Department of Statistics. LMU Munich.

linLIR package

� linLIR: linear Likelihood-based Imprecise Regression, available at CRAN:http://cran.r-project.org/

� function to plot 2-dimensional interval data set

� s.linlir function implements the exact algorithm

� further tools to summarize and visualize results

A. Wiencierz and M. Cattaneo (LMU Munich) linLIR Sep. 20, 2012 12 / 16

Page 46: Linear regression with interval data: the LIR approach · 2020-01-06 · Linear regression with interval data: the LIR approach Andrea Wiencierz and Marco E. G. V. Cattaneo Department

Implementation of the algorithm in R

Recapitulation: Exact algorithm for simple linear LIR with interval data

� the 1st part of the algorithm generalizes the exact algorithm for LQSregression

� the presented algorithm has computational complexity O(n3 log n)

� further details in: M. Cattaneo, A. Wiencierz (2012). On the implementationof LIR: the case of simple linear regression with interval data. TechnicalReport 127. Department of Statistics. LMU Munich.

linLIR package

� linLIR: linear Likelihood-based Imprecise Regression, available at CRAN:http://cran.r-project.org/

� function to plot 2-dimensional interval data set

� s.linlir function implements the exact algorithm

� further tools to summarize and visualize results

A. Wiencierz and M. Cattaneo (LMU Munich) linLIR Sep. 20, 2012 12 / 16

Page 47: Linear regression with interval data: the LIR approach · 2020-01-06 · Linear regression with interval data: the LIR approach Andrea Wiencierz and Marco E. G. V. Cattaneo Department

Implementation of the algorithm in R

Recapitulation: Exact algorithm for simple linear LIR with interval data

� the 1st part of the algorithm generalizes the exact algorithm for LQSregression

� the presented algorithm has computational complexity O(n3 log n)

� further details in: M. Cattaneo, A. Wiencierz (2012). On the implementationof LIR: the case of simple linear regression with interval data. TechnicalReport 127. Department of Statistics. LMU Munich.

linLIR package

� linLIR: linear Likelihood-based Imprecise Regression, available at CRAN:http://cran.r-project.org/

� function to plot 2-dimensional interval data set

� s.linlir function implements the exact algorithm

� further tools to summarize and visualize results

A. Wiencierz and M. Cattaneo (LMU Munich) linLIR Sep. 20, 2012 12 / 16

Page 48: Linear regression with interval data: the LIR approach · 2020-01-06 · Linear regression with interval data: the LIR approach Andrea Wiencierz and Marco E. G. V. Cattaneo Department

Implementation of the algorithm in R

Recapitulation: Exact algorithm for simple linear LIR with interval data

� the 1st part of the algorithm generalizes the exact algorithm for LQSregression

� the presented algorithm has computational complexity O(n3 log n)

� further details in: M. Cattaneo, A. Wiencierz (2012). On the implementationof LIR: the case of simple linear regression with interval data. TechnicalReport 127. Department of Statistics. LMU Munich.

linLIR package

� linLIR: linear Likelihood-based Imprecise Regression, available at CRAN:http://cran.r-project.org/

� function to plot 2-dimensional interval data set

� s.linlir function implements the exact algorithm

� further tools to summarize and visualize results

A. Wiencierz and M. Cattaneo (LMU Munich) linLIR Sep. 20, 2012 12 / 16

Page 49: Linear regression with interval data: the LIR approach · 2020-01-06 · Linear regression with interval data: the LIR approach Andrea Wiencierz and Marco E. G. V. Cattaneo Department

Implementation of the algorithm in R

Recapitulation: Exact algorithm for simple linear LIR with interval data

� the 1st part of the algorithm generalizes the exact algorithm for LQSregression

� the presented algorithm has computational complexity O(n3 log n)

� further details in: M. Cattaneo, A. Wiencierz (2012). On the implementationof LIR: the case of simple linear regression with interval data. TechnicalReport 127. Department of Statistics. LMU Munich.

linLIR package

� linLIR: linear Likelihood-based Imprecise Regression, available at CRAN:http://cran.r-project.org/

� function to plot 2-dimensional interval data set

� s.linlir function implements the exact algorithm

� further tools to summarize and visualize results

A. Wiencierz and M. Cattaneo (LMU Munich) linLIR Sep. 20, 2012 12 / 16

Page 50: Linear regression with interval data: the LIR approach · 2020-01-06 · Linear regression with interval data: the LIR approach Andrea Wiencierz and Marco E. G. V. Cattaneo Department

Implementation of the algorithm in R

Recapitulation: Exact algorithm for simple linear LIR with interval data

� the 1st part of the algorithm generalizes the exact algorithm for LQSregression

� the presented algorithm has computational complexity O(n3 log n)

� further details in: M. Cattaneo, A. Wiencierz (2012). On the implementationof LIR: the case of simple linear regression with interval data. TechnicalReport 127. Department of Statistics. LMU Munich.

linLIR package

� linLIR: linear Likelihood-based Imprecise Regression, available at CRAN:http://cran.r-project.org/

� function to plot 2-dimensional interval data set

� s.linlir function implements the exact algorithm

� further tools to summarize and visualize results

A. Wiencierz and M. Cattaneo (LMU Munich) linLIR Sep. 20, 2012 12 / 16

Page 51: Linear regression with interval data: the LIR approach · 2020-01-06 · Linear regression with interval data: the LIR approach Andrea Wiencierz and Marco E. G. V. Cattaneo Department

Example

� 2-dimensional intervaldata set of n = 514observations

� LIR analysis with p =0.5, β = 0.26, ε = 0

� k = 238 , k = 276

−10 0 10 20 30

0

10

20

30

40

50

60

70

X

Y

●●●● ●

●●●●

●●

●●

●●●●

●●

●●

●●

●●

●●●●

●●●●

●●

●●

● ●

●●

●●

●●●●

●●●●

●●

●●

●●

●●

●●

●●

●●

●●

●●●●

●●

●●

●●●●

●●

●●

●●●●

●●

●●●●

●●

●●

●●

●●●●

● ●

●●●●

●●●●

●●●●●

●●

●●

●●

●●

●●

●●

●●

●●

●●●●

●●●●

●●

●●

●●

●●

●●

●●

●●

●●

● ●●●●

●●

●●

●●

●●

●●●●

●●●●

●●

●●

●●

●●

●●

●●

●●

●●

●●●●

●●

●●

●●

●●

●●

A. Wiencierz and M. Cattaneo (LMU Munich) linLIR Sep. 20, 2012 13 / 16

Page 52: Linear regression with interval data: the LIR approach · 2020-01-06 · Linear regression with interval data: the LIR approach Andrea Wiencierz and Marco E. G. V. Cattaneo Department

Example

� 2-dimensional intervaldata set of n = 514observations

� LIR analysis with p =0.5, β = 0.26, ε = 0

� k = 238 , k = 276

−10 0 10 20 30

0

10

20

30

40

50

60

70

X

Y

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A. Wiencierz and M. Cattaneo (LMU Munich) linLIR Sep. 20, 2012 13 / 16

Page 53: Linear regression with interval data: the LIR approach · 2020-01-06 · Linear regression with interval data: the LIR approach Andrea Wiencierz and Marco E. G. V. Cattaneo Department

Example

� 2-dimensional intervaldata set of n = 514observations

� LIR analysis with p =0.5, β = 0.26, ε = 0

� k = 238 , k = 276

−10 0 10 20 30

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A. Wiencierz and M. Cattaneo (LMU Munich) linLIR Sep. 20, 2012 13 / 16

Page 54: Linear regression with interval data: the LIR approach · 2020-01-06 · Linear regression with interval data: the LIR approach Andrea Wiencierz and Marco E. G. V. Cattaneo Department

Example

� 2-dimensional intervaldata set of n = 514observations

� LIR analysis with p =0.5, β = 0.26, ε = 0

� k = 238 , k = 276

� obtained set ofundominated functions

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10

20

30

40

50

60

70

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A. Wiencierz and M. Cattaneo (LMU Munich) linLIR Sep. 20, 2012 14 / 16

Page 55: Linear regression with interval data: the LIR approach · 2020-01-06 · Linear regression with interval data: the LIR approach Andrea Wiencierz and Marco E. G. V. Cattaneo Department

Example

� 2-dimensional intervaldata set of n = 514observations

� LIR analysis with p =0.5, β = 0.26, ε = 0

� k = 238 , k = 276

� obtained set ofundominated functions

� obtained set ofparameters

0.0 0.5 1.0 1.5 2.0

10

15

20

25

b

a

A. Wiencierz and M. Cattaneo (LMU Munich) linLIR Sep. 20, 2012 15 / 16

Page 56: Linear regression with interval data: the LIR approach · 2020-01-06 · Linear regression with interval data: the LIR approach Andrea Wiencierz and Marco E. G. V. Cattaneo Department

Summary and Outlook

� the LIR approach provides a very robust regression method for impreciselyobserved variables

� the imprecise result of the LIR analysis is the set of all functions that areplausible relations of X and Y in the light of the imprecise observations

� for the special case of simple linear regression with interval data, wedeveloped an exact algorithm to determine the set of all undominatedfunctions

� the exact algorithm is implemented in R as part of the linLIR package

� current / future work:

� further investigate statistical properties, in particular the confidence level of U� generalize algorithm to multiple linear regression

A. Wiencierz and M. Cattaneo (LMU Munich) linLIR Sep. 20, 2012 16 / 16

Page 57: Linear regression with interval data: the LIR approach · 2020-01-06 · Linear regression with interval data: the LIR approach Andrea Wiencierz and Marco E. G. V. Cattaneo Department

Summary and Outlook

� the LIR approach provides a very robust regression method for impreciselyobserved variables

� the imprecise result of the LIR analysis is the set of all functions that areplausible relations of X and Y in the light of the imprecise observations

� for the special case of simple linear regression with interval data, wedeveloped an exact algorithm to determine the set of all undominatedfunctions

� the exact algorithm is implemented in R as part of the linLIR package

� current / future work:

� further investigate statistical properties, in particular the confidence level of U� generalize algorithm to multiple linear regression

A. Wiencierz and M. Cattaneo (LMU Munich) linLIR Sep. 20, 2012 16 / 16

Page 58: Linear regression with interval data: the LIR approach · 2020-01-06 · Linear regression with interval data: the LIR approach Andrea Wiencierz and Marco E. G. V. Cattaneo Department

Summary and Outlook

� the LIR approach provides a very robust regression method for impreciselyobserved variables

� the imprecise result of the LIR analysis is the set of all functions that areplausible relations of X and Y in the light of the imprecise observations

� for the special case of simple linear regression with interval data, wedeveloped an exact algorithm to determine the set of all undominatedfunctions

� the exact algorithm is implemented in R as part of the linLIR package

� current / future work:

� further investigate statistical properties, in particular the confidence level of U� generalize algorithm to multiple linear regression

A. Wiencierz and M. Cattaneo (LMU Munich) linLIR Sep. 20, 2012 16 / 16

Page 59: Linear regression with interval data: the LIR approach · 2020-01-06 · Linear regression with interval data: the LIR approach Andrea Wiencierz and Marco E. G. V. Cattaneo Department

Summary and Outlook

� the LIR approach provides a very robust regression method for impreciselyobserved variables

� the imprecise result of the LIR analysis is the set of all functions that areplausible relations of X and Y in the light of the imprecise observations

� for the special case of simple linear regression with interval data, wedeveloped an exact algorithm to determine the set of all undominatedfunctions

� the exact algorithm is implemented in R as part of the linLIR package

� current / future work:

� further investigate statistical properties, in particular the confidence level of U� generalize algorithm to multiple linear regression

A. Wiencierz and M. Cattaneo (LMU Munich) linLIR Sep. 20, 2012 16 / 16

Page 60: Linear regression with interval data: the LIR approach · 2020-01-06 · Linear regression with interval data: the LIR approach Andrea Wiencierz and Marco E. G. V. Cattaneo Department

Summary and Outlook

� the LIR approach provides a very robust regression method for impreciselyobserved variables

� the imprecise result of the LIR analysis is the set of all functions that areplausible relations of X and Y in the light of the imprecise observations

� for the special case of simple linear regression with interval data, wedeveloped an exact algorithm to determine the set of all undominatedfunctions

� the exact algorithm is implemented in R as part of the linLIR package

� current / future work:

� further investigate statistical properties, in particular the confidence level of U� generalize algorithm to multiple linear regression

A. Wiencierz and M. Cattaneo (LMU Munich) linLIR Sep. 20, 2012 16 / 16

Page 61: Linear regression with interval data: the LIR approach · 2020-01-06 · Linear regression with interval data: the LIR approach Andrea Wiencierz and Marco E. G. V. Cattaneo Department

Summary and Outlook

� the LIR approach provides a very robust regression method for impreciselyobserved variables

� the imprecise result of the LIR analysis is the set of all functions that areplausible relations of X and Y in the light of the imprecise observations

� for the special case of simple linear regression with interval data, wedeveloped an exact algorithm to determine the set of all undominatedfunctions

� the exact algorithm is implemented in R as part of the linLIR package

� current / future work:

� further investigate statistical properties, in particular the confidence level of U� generalize algorithm to multiple linear regression

A. Wiencierz and M. Cattaneo (LMU Munich) linLIR Sep. 20, 2012 16 / 16

Page 62: Linear regression with interval data: the LIR approach · 2020-01-06 · Linear regression with interval data: the LIR approach Andrea Wiencierz and Marco E. G. V. Cattaneo Department

Summary and Outlook

� the LIR approach provides a very robust regression method for impreciselyobserved variables

� the imprecise result of the LIR analysis is the set of all functions that areplausible relations of X and Y in the light of the imprecise observations

� for the special case of simple linear regression with interval data, wedeveloped an exact algorithm to determine the set of all undominatedfunctions

� the exact algorithm is implemented in R as part of the linLIR package

� current / future work:� further investigate statistical properties, in particular the confidence level of U

� generalize algorithm to multiple linear regression

A. Wiencierz and M. Cattaneo (LMU Munich) linLIR Sep. 20, 2012 16 / 16

Page 63: Linear regression with interval data: the LIR approach · 2020-01-06 · Linear regression with interval data: the LIR approach Andrea Wiencierz and Marco E. G. V. Cattaneo Department

Summary and Outlook

� the LIR approach provides a very robust regression method for impreciselyobserved variables

� the imprecise result of the LIR analysis is the set of all functions that areplausible relations of X and Y in the light of the imprecise observations

� for the special case of simple linear regression with interval data, wedeveloped an exact algorithm to determine the set of all undominatedfunctions

� the exact algorithm is implemented in R as part of the linLIR package

� current / future work:� further investigate statistical properties, in particular the confidence level of U� generalize algorithm to multiple linear regression

A. Wiencierz and M. Cattaneo (LMU Munich) linLIR Sep. 20, 2012 16 / 16