Journal of Data Science and Modeling

Assessment and Modeling of Interval-Valued Variables in Generalized Linear Models

Document Type : Research Manuscript

Author

farzad eskandari

Department of Statistics Allameh Tabataba'i University

https://doi.org/10.22054/jcsm.2021.52523.1020
Abstract
Interval-valued data are observed as ranges instead of single values and contain richer information than

single-valued data. Meanwhile, interval-valued data are used for interval-valued characteristics. An interval

generalized linear model is proposed for the first time in this research. Then a suitable model is presented to

estimate the parameters of the interval generalized linear model. The two models are provided on the basis of

the interval arithmetic. The estimation procedure of the parameters of the suitable model is as the estimation

procedure of the parameters of the interval generalized linear model. The least-squares (LS) estimation of the

suitable model is developed according to a nice distance in the interval space. The LS estimation is resolved

analytically through a constrained minimization problem. Then some desirable properties of the estimators

are checked. Finally, both the theoretical and the empirical performance of the estimators are investigated.

Keywords

Interval-valued data
Interval arithmetic
Interval generalized linear model
Least squares estimation
Subjects

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