Geoscience Reference
In-Depth Information
Box 4.2: Maximum Likelihood for Functional Relationship
(MLFR) Method
MLFR (Ripley and Thompson 1987 ) works as follows: one is interested in the
linear relation v i ¼ ʱ
+
β
· u i where u i and v i are observed as x i (
¼
u i + error)
s 2 ( y ) represent the
variances of x i and y i , respectively, the problem reduces to minimizing the
expression Q
s 2 ( x ) and
and y i (
¼
v i + error), respectively. If
ʺ i
ʻ i
h
i over u i . First minimizing over u i and
X x i u i
2
2
ð
Þ
ð
y i ʱβu i
Þ
¼
þ
ʺ i
ʻ i
2
introducing the weights w i ¼
1/(
ʻ i +
β
ʺ i ), this minimum is reached when
u i ) 2 ]. The weights w i depend on
Q min (
ʱ
β
¼
[ w i ( y i ʱβ
β
,
)
and so does
X w i y i βu i
½
2
ð
Þ
X w i
the estimate of
α
that satisfies
ʱ ¼
. The slope a is found by
u i ) 2 ]. This, in turn, yields the
weights w i and intercept a . The covariance s ( a , b ) can be calculated from
minimizing Q min ( a ,
β
)
¼
[ w i ( y i
a
β
X w i x i
w i
s 2 b
the relation sa
ðÞ ¼
;
b
ðÞ
. So-called scaled residuals r i can be
q
1
ʻ i þb 2
computed by means of: r i ¼
. The sum of squares of
these scaled residuals should be approximately equal to number of observa-
tions 2. If estimates of u i are written as X i with X i ¼
ð
y i ʱ β
u i
Þ
ʺ i
w i [ ʻ i x i + ʺ i b ( y i
a )],
a plot of r i against X i should not show any noticeable pattern.
The MLFR method was applied by Agterberg ( 2004 ) for the purpose of
estimating the age of Paleozoic stage boundaries in the GTS-2004 geologic time
scale (also see Sect. 9.5 ).
4.2 Linear Regression
In Box 4.1 , bivariate linear regression was written in the form: EY X ¼
β 0 þ β 1 X with
β 0 ¼ ʼ y þ ˁ ˃ y
β 1 ¼ ˁ ˃ y
˃ x . In practical applications, the statis-
tical parameters in this expression can be replaced by sample estimates. The Gauss-
Marlov theorem of mathematical statistics ( cf . Bickel and Doksum 2001 ) states
that the least-squares estimate of E ( Y
˃ x ʼ x ;
j
X ) is unbiased, regardless of the nature of the
frequency distribution of Y
X , even if it is not normal. The only condition to be
fulfilled for application is that the residuals for Y are random and uncorrelated.
j
4.2.1 Degree of Fit and 95 % - Confidence Belts
A useful expression is: TSS
SSR + RSS meaning that the total sum of squares for
deviations from the mean (TSS) is sum of squares due to regression (SSR) and
¼
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