Durbin-Watson statistic as a morphological estimator of information content

• Type: Article in International Scientific Journal
• Date: 2002

Authors

Rutledge, DN (Author) Other; Barros, AS (Author) Other

Journal

Title: Analytica Chimica Acta

Vol. 454

Pages: 277-295

ISSN: 0003-2670

Publisher: Elsevier

Indexing

ISI Web of Knowledge - 68 Citations

Scopus - 72 Citations

Other information

Authenticus ID: P-000-Q1A

DOI: 10.1016/s0003-2670(01)01555-0

Abstract (EN): The present work proposes a new approach for the evaluation of the information content in latent variables, and therefore, for the determination of the regression model dimensionality. Several examples are provided, using simulated, real-world, and reference datasets. The results showed that the application of the Durbin-Watson (DW) criterion could be used for the determination of the number of latent variables. Moreover, the method is straightforward in its implementation and could help in the understanding of model behaviour, particularly in complex datasets. A comparison is made with cross-validation techniques for the case of reference datasets, showing the potential of the Durbin-Watson criterion in the characterisation of the regression model. The advantages and disadvantages of this procedure (compared to cross-validation) are discussed. The properties of the information content of the regression vectors (loadings p, w and b vectors) are shown as well as how to use them for the current purpose.

Language: English

Type (Professor's evaluation): Scientific

No. of pages: 19