Estimation and inference of the fuzzy linear regression model with L fuzzy observations
Si-Lian Shen, Jian-Ling Cui
Abstract
Si-Lian Shen, Jian-Ling Cui
Abstract
We focus on the estimation of the fuzzy linear regression model where the explanatory and response variables are both L fuzzy numbers. A method is proposed to fit this regression model and the resulting estimates of the parameters are shown to be asymptotically normal and consistent. Furthermore, some simulation experiments are conducted to evaluate the performance of the proposed method. The results demonstrate that the proposed method works quite well in producing the parameter estimates.
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We focus on the estimation of the fuzzy linear regression model where the explanatory and response variables are both L fuzzy numbers. A method is proposed to fit this regression model and the resulting estimates of the parameters are shown to be asymptotically normal and consistent. Furthermore, some simulation experiments are conducted to evaluate the performance of the proposed method. The results demonstrate that the proposed method works quite well in producing the parameter estimates.
Key concepts: Fuzzy logic, Proper linear model, Linear regression, Regression analysis, Mathematics, Computer science, Estimation, Focus (optics)