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Journal Article

Instabilities of Regression Estimates Relating Air Pollution to Mortality

Gary C. McDonald and Richard C. Schwing
Technometrics
Vol. 15, No. 3 (Aug., 1973), pp. 463-481
DOI: 10.2307/1266852
Stable URL: http://www.jstor.org/stable/1266852
Page Count: 19
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Instabilities of Regression Estimates Relating Air Pollution to Mortality
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Abstract

The instability of ordinary least squares estimates of linear regression coefficients is demonstrated for mortality rates regressed around various socioeconomic, weather and pollution variables. A ridge regression technique presented by Hoerl and Kennard (Technometrics 12 (1970) 69-82) is employed to arrive at "stable" regression coefficients which, in some instances, differ considerably from the ordinary least squares estimates. In addition, two methods of variable elimination are compared-one based on total squared error and the other on a ridge trace analysis.

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