Sum of residuals ~ ε [Design Issues]

posted by Helmut Homepage – Vienna, Austria, 2019-12-24 14:54 2a02:8388:6bc2:ce80:552e:a3d:1481:65d7 – Posting: # 21026
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Hi PharmCat

» I suppose hat this value come from QR decomposition with pivoting of rank deficient X matrix. So real value = 0. Can residual of random variable be equal zero? - No => bias.

I disagree. In the model ε = 0. However in the fit, the sum of residuals is only asymptotically 0. We shouldn’t speak of bias when we obtain something sufficiently close to the numeric resolution of the machine.

Cheers,
Helmut Schütz
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