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Re: Regression fit and random noise [message #83689 is a reply to message #83688]

Thu, 28 March 2013 15:26

kisCA
Messages: 78
Registered: January 2011

Member

Thank you Phillip for your answer and the book reference !

What I am trying to know is if by increasing the noise ratio in my data, the model will still find a good fit.

I increase the noise with:
new_sig = original_sig + noise_ratio*randomu(seed,n_elements(original_sig))

I increase slowly the value of noise_ratio. So first I obtain almost the same value of R2 as if no noise was there. R2 is getting lower as the value of noise_ratio increase. After a certain value of noise_ratio is reached, R2 values don't get lower than 0.3.

Hope it is clearer now

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[Message index]

		Re: Regression fit and random noise By: kisCA on Fri, 29 March 2013 10:24
		Re: Regression fit and random noise By: Craig Markwardt on Thu, 28 March 2013 18:16
		Re: Regression fit and random noise By: Phillip Bitzer on Thu, 28 March 2013 16:40
		Re: Regression fit and random noise By: kisCA on Thu, 28 March 2013 16:37
		Re: Regression fit and random noise By: Mats Löfdahl on Thu, 28 March 2013 16:26
		Re: Regression fit and random noise By: Phillip Bitzer on Thu, 28 March 2013 16:18
		Re: Regression fit and random noise By: kisCA on Thu, 28 March 2013 15:26
		Re: Regression fit and random noise By: Phillip Bitzer on Thu, 28 March 2013 14:51
		Re: Regression fit and random noise By: Craig Markwardt on Fri, 29 March 2013 16:39

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