 Statistical Models and Least SquaresG. Barrie Wetherill
Chapter Chapter Nine in Elementary Statistical Methods, 1972, pp 216-223 from Springer Abstract: Abstract In § 3.5 we began a discussion of the concept of a statistical model; this is a very important concept, and most statistical analyses begin with a stage of setting up a model. We have a set of data before us, and we define a precise statistical model, which involves unknown parameters — the model to be such that it would generate data similar to the observations before us. All questions of statistical inference are then reduced to questions concerning the unknown parameters of the model. This leads on to problems of obtaining estimates of the unknown parameters from data, and problems of estimating confidence intervals, carrying out significance tests, etc. The purpose of this chapter is to illustrate further the model building stage of an analysis, and describe a general technique by which point and interval estimates and significance tests can be made for parameters in the models. In the first part of this chapter we are concerned simply with the idea of model building, and not with questions of how we use the model once it is formulated. Keywords: Tensile Strength; Statistical Model; Unknown Parameter; Interval Estimate; Wood Preservative (search for similar items in EconPapers) There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it. Related works: Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-1-4899-3288-4_9 Ordering information: This item can be ordered from DOI: 10.1007/978-1-4899-3288-4_9 Access Statistics for this chapter More chapters in Springer Books from Springer |
Is your work missing from RePEc? Here is how to contribute.
Questions or problems? Check the EconPapers FAQ or send mail to .
EconPapers is hosted by the
School of Business at Örebro University.