Sum of residuals ~ ε [Design Issues]

posted by Helmut Homepage – Vienna, Austria, 2019-12-24 14:54  – 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.

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