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- Path: sparky!uunet!wupost!waikato.ac.nz!comp.vuw.ac.nz!cc-server4.massey.ac.nz!TMoore@massey.ac.nz
- Newsgroups: sci.math.stat
- Subject: Re: Least Square Errors
- Message-ID: <1992Sep9.214628.19510@massey.ac.nz>
- From: news@massey.ac.nz (USENET News System)
- Date: Wed, 9 Sep 92 21:46:28 GMT
- References: <1992Sep9.150541.15735@cbfsb.cb.att.com>
- Organization: Massey University
- Lines: 14
-
- In article <1992Sep9.150541.15735@cbfsb.cb.att.com>, rizzo@cbnewsf.cb.att.com (anthony.r.rizzo)
- asks about the propriety of constraining a fitted quartic to pass through
- a given point:
- >
- This sort of thing is often done in linear regression, usually to make the
- line pass through the origin. There is no objection to doing this, but it
- makes the fit slightly worse elsewhere.
-
- I have greater reservations about using a quartic. The higher degree
- the polynomial, the more unstable it is. I hope you fitted it by using
- orthogonal polynomials which helps with numerical stability.
-
- I don't say it is wrong to use high degree polynomials, just be careful;
- draw and examine residual plots etc (you should do this anyway).
-