Multidimensional unreplicated linear functional relationship model with single slope and its coefficient of determination

  • Authors:
  • Chang Yun Fah;Omar Mohd Rijal;Syed Abdul Rahman Abu Bakar

  • Affiliations:
  • Department of Mathematical and Actuarial Sciences, Universiti Tunku Abdul Rahman, Petaling Jaya, Malaysia;Institute of Mathematical Sciences, University of Malaya, Kuala Lumpur, Malaysia;Faculty of Electrical Engineering, Universiti Teknologi Malaysia, Skudai, Johor, Malaysia

  • Venue:
  • WSEAS Transactions on Mathematics
  • Year:
  • 2010

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Abstract

Multidimensional unreplicated linear functional relationship model (MULFR) with single slope is considered where p-dimensional measurement errors are introduced. When the ratio of error variances is known, the parameters' estimation can be considered as a generalization of the unreplicated linear functional relationship model. However, investigation on unbiased property of the estimators are not strict-forward. Taylor approximation is applied to show the intercept and slope estimators are approximately unbiased. The consistency property is discussed using Fisher Information Matrix. The coefficient of determination for MULFR model and its properties are also studied. A simulation study is carried out to evaluate the proposed estimators of the intercept and slope, and the coefficient of determination. This coefficient of determination provides a useful analysis tool for many image processing applications. A numerical example for JPEG compressed image quality assessment is explained.