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SUMMARY:The GUM perspective on straight-line errors-in-variables regressio
n
DTSTART:20220628T153500Z
DTEND:20220628T155500Z
DTSTAMP:20240303T022700Z
UID:indico-contribution-267@conferences.enbis.org
DESCRIPTION:Speakers: Adriaan M.H. van der Veen (VSL)\, Katy Klauenberg (
Physikalisch-Technische Bundesanstalt (PTB))\, Clemens Elster (Physikalisc
h-Technische Bundesanstalt PTB)\, Steffen Martens (Independent researcher\
, Berlin\, Germany)\, Maurice G. Cox (National Physical Laboratory NPL)\,
Alen Bošnjaković (Institute of Metrology of Bosnia and Herzegovina)\n\nF
or linear errors-in-variables regression\, various methods are available t
o estimate the parameters\, e.g. least-squares\, maximum likelihood\, meth
od of moments and Bayesian methods. In addition\, several approaches exist
to assign probability distributions\, and herewith uncertainties\, to suc
h estimators. \n\nFollowing the standard approach in metrology (the Guide
to the expression of uncertainty in measurement GUM)\, the slope and inter
cept in straight-line regression tasks can be estimated and their uncertai
nty evaluated by defining a measurement model. Minimizing the weighted tot
al least-squares (WTLS) functional appropriately defines such a model when
both regression input quantities (*X* and *Y*) are uncertain. \n\nThis co
ntribution compares the uncertainty of the straight line in WTLS methods b
etween two methods described in the GUM suite of documents\, i.e. when eva
luated by propagating distributions via the Monte Carlo method and by the
law of propagation of uncertainty (LPU). The latter is in turn often appro
ximated because the non-linear measurement model does not have closed form
. We reason that the uncertainty recommended in the dedicated technical sp
ecification ISO/TS 28037:2010 does not fully implement the LPU (as intende
d) and can understate the uncertainty. A systematic simulation study quant
ifies this understatement and the circumstances where it becomes relevant.
In contrast\, the LPU uncertainty may often be appropriate. As a result\,
it is planned to revise ISO/TS 28037:2010.\n\nhttps://conferences.enbis.o
rg/event/18/contributions/267/
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RELATED-TO:indico-event-18@conferences.enbis.org
URL:https://conferences.enbis.org/event/18/contributions/267/
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