Uniform designs and linear regression

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Quand on fait une régression linéaire sur un intervalle, si on sait que c'est linéaire, il vaut mieux échantillonner aux bords de l'intervalle pour avoir une bonne estimation mais ça ne permet pas de vérifier si le modèle est correct. La meilleure façon de tester si le modèle est vraiment linéaire, c'est un design uniform. Ça parait logique mais ça se prouve et c'est expliqué là:

http://www.math.ualberta.ca/~wiens/home page/pubs/uniformdesigns.pdf

Entered on [2012-01-23 lun. 01:00]