Some Aspects of Measurement Error in Linear Regression of Astronomical Data
BCBrandon C. Kelly
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Abstract
I describe a Bayesian method to account for measurement errors in linear regression of astronomical data. The method allows for heteroscedastic and possibly correlated measurement errors, and intrinsic scatter in the regression relationship. The method is based on deriving a likelihood function for the measured data, and I focus on the case when the intrinsic distribution of the independent variables can be approximated using a mixture of Gaussians. I generalize the method to incorporate multiple independent variables, non-detections, and selection effects (e.g., Malmquist bias). A Gibbs sampler is described for simulating random draws from the probability distribution of the parameters, given the observed…
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Authors
1- BCBrandon C. KellyCorresponding
University of Arizona
Topics & keywords
Topics
Keywords
- Observational error
- Linear regression
- Estimator
- Gaussian
- Heteroscedasticity
- Likelihood function
- Regression analysis
- Random variable
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