PDF (8.7 MB)
Collect
Submit Manuscript
Show Outline
Outline
Abstract
Keywords
References
Show full outline
Hide outline
Research paper | Open Access

Effects of errors-in-variables on the internal and external reliability measures

First Institute of Oceanography, Ministry of Natural Resources, Qingdao 266061, China
School of Geomatics, Xi'an University of Science and Technology, Xi'an 710048, China
Disaster Prevention Research Institute, Kyoto University, Uji, Kyoto 611-0011, Japan
School of Geodesy and Geomatics, Wuhan University, Wuhan 430079, China
Research Center of GNSS, Wuhan University, Wuhan 430079, China
Show Author Information

Abstract

The reliability theory has been an important element of the classical geodetic adjustment theory and methods in the linear Gauss-Markov model. Although errors-in-variables (EIV) models have been intensively investigated, little has been done about reliability theory for EIV models. This paper first investigates the effect of a random coefficient matrix A on the conventional geodetic reliability measures as if the coefficient matrix were deterministic. The effects of such geodetic internal and external reliability measures due to the randomness of the coefficient matrix are worked out, which are shown to depend not only on the noise level of the random elements of A but also on the values of parameters. An alternative, linear approximate reliability theory is accordingly developed for use in EIV models. Both the EIV-affected reliability measures and the corresponding linear approximate measures fully account for the random errors of both the coefficient matrix and the observations, though formulated in a slightly different way. Numerical experiments have been carried to demonstrate the effects of errors-in-variables on reliability measures and compared with the conventional Baarda's reliability measures. The simulations have confirmed our theoretical results that the EIV-reliability measures depend on both the noise level of A and the parameter values. The larger the noise level of A, the larger the EIV-affected internal and external reliability measures; the larger the parameters, the larger the EIV-affected internal and external reliability measures.

References

[1]
W. Baarda, A testing procedure for use in geodetic networks, Publications on Geodesy, Netherlands Geodetic Commission 2 (5) (1968). Delft.
[2]

J. Neyman, E.S. Pearson, On the problem of the most efficient tests of statistical hypotheses, Phil. Trans. Roy. Soc. A231 (1933) 289-337.

[3]

E.L. Lehmann, Testing Statistical Hypotheses, Wiley, New York, 1959.

[4]

H. Pelzer, Some criteria for the accuracy and the reliability of networks, Deut. Geod. Komm, Reihe B 252 (1980) 121-152.

[5]

K.-R. Koch, Parameter Estimation and Hypothesis Testing in Linear Models, second ed., Springer, Berlin, 1999.

[6]

D.R. Li, X. Yuan, Error Processing and Reliability Theory, Wuhan Univ Press, Wuhan, 2002.

[7]
W. Förstner, Reliability and discernability of extended Gauss-Markov models, in: Ackermann, et al. (Eds.), Deut. Geod. Komm. (Eds.), Seminar on Mathematical Models of Geodetic Photogrammetric Point Determination with Regard to Outliers and Systematic Errors A98, 1983, pp. 79-104.
[8]

W. Förstner, Reliability analysis of parameter estimation in linear models with applications to mensuration problems in computer vision, Comput. Vis. Graph Image Process 40 (1987) 273-310.

[9]

G. Lu, On the separability of deformation models, Z. Vermess. 112 (1987) 555-563.

[10]

S. Zhao, On separability for deformations and gross errors, Bull. Geod. 64 (1990) 383-396.

[11]

Y.Q. Chen, C. Tang, Application of separability criterion in design of deformation monitoring networks, Geo-Spatial Inf. Sci. 1 (1998) 70-73, https://doi.org/10.1080/10095020.1998.10553288.

[12]

J.C. Wu, Y.Q. Chen, Improvement of the separability of a survey scheme for monitoring crustal deformations in the area of an active fault, J. Geodesy 76 (2002) 77-81.

[13]

J.L. Wang, Y.Q. Chen, B.Z. Tao, Outlier detection and reliability of adjustment models with singular covariance matrices, Geo-Spatial Inf. Sci. 1 (1998) 55-59, https://doi.org/10.1080/10095020.1998.10553285.

[14]

J. Wang, Y. Chen, On the reliability measure of observations, Acta Geod. Cartogr. Sinica 23 (1994) 252-258 (in Chinese with English abstract).

[15]

B. Schaffrin, Reliability measures for correlated observations, J. Survey Eng. 123 (1997) 126-137.

[16]
J. Cothren, Reliability in Constrained Gauss-Markov Models: An Analytical and Differential Approach with Applications in Photogrammetry, Ph.D. Thesis, Report No. 473, Ohio State Univ., Columbus, 2005.
[17]

P.L. Xu, J.N. Liu, W.X. Zeng, Y. Shi, Y.X. Liu, Y. Hu, Improvement of Baarda's external reliability measure, Geo-Spatial Inf. Sci. (2023), https://doi.org/10.1080/10095020.2023.2273827.

[18]

E.D. Krakiwsky, D.B. Thomson, Mathematical models for the combination of terrestrial and satellite networks, Can. Surv. 28 (1974) 606-615.

[19]

H. Wolf, Scale and orientation in combined Doppler and triangulation nets, Bull. Geod. 54 (1980) 45-53.

[20]

J.N. Liu, The equivalence of coordinate transformation models for the combination of satellite and terrestrial networks, J. Wuhan. Tec. Univ. Surv. Map 8 (1983) 37-50 (in Chinese with English abstract).

[21]

J.N. Liu, D.J. Liu, X.Z. Cui, Theory and applications of combined adjustment of satellite and terrestrial networks, J. Wuhan. Tec. Univ. Surv. Map 12 (4) (1987) 1-9 (in Chinese with English abstract).

[22]

B. Schaffrin, Y.A. Felus, On the multivariate total least-squares approach to empirical coordinate transformations, Three algorithms, J. Geodesy 82 (2008) 373-383.

[23]

R.J. Adcock, Note on the method of least squares, Analyst 4 (1877) 183-184.

[24]

C.H. Kummell, Reduction of observation equations which contain more than one observed quantity, Analyst 6 (1879) 97-105.

[25]

K. Pearson, On lines and planes of closest fit to systems of points in space, Phil. Mag. 2 (1901) 559-572.

[26]

W.E. Deming, The application of least squares, Phil. Mag. 11 (1931) 146-158.

[27]

W.E. Deming, On the application of least squares — Ⅱ, Phil. Mag. 17 (1934) 804-829.

[28]

G.H. Golub, C.F. van Loan, An analysis of the total least squares problem, SIAM J. Numer. Anal. 17 (1980) 883-893.

[29]
S. van Huffel, J. Vandewalle, The Total Least Squares Problem: Computational Aspects and Analysis, SIAM, Philadelphia, 1991.
[30]

B. de Boor, Structured total least squares and L2 approximation problems, Lin. Algebra Appl. 189 (1993) 163-205.

[31]

P.L. Xu, J.N. Liu, C. Shi, Total least squares adjustment in partial errors-in-variables models: algorithm and statistical analysis, J. Geodesy 86 (2012) 661-675.

[32]

Y. Shi, P.L. Xu, J.N. Liu, C. Shi, Alternative formulae for parameter estimation in partial errors-in-variables models, J. Geodesy 89 (2015) 13-16.

[33]

G.A. Gerhold, Least-squares adjustment of weighted data to a general linear equation, Am. J. Phys. 37 (1969) 156-161.

[34]
P.L. Xu, J.N. Liu, Variance Components in Errors-in-variables Models: Estimability, Stability and Bias Analysis. Invited talk, Ⅷ Hotine-Marussi Symposium on Mathematical Geodesy, Rome, June 17-21, 2013, 2013.
[35]

P.L. Xu, J.N. Liu, Variance components in errors-in-variables models: estimability, stability and bias analysis, J. Geodesy 88 (2014) 719-734.

[36]

W. Polasek, A. Krause, Bayesian regression model with simple errors in variables structure, J. Roy. Stat. Soc. D 42 (1993) 571-580.

[37]

P. Dellaportas, D.A. Stephens, Bayesian analysis of errors-in-variables regression models, Biometrics 51 (1995) 1085-1095.

[38]
K. Snow, Topics in Total Least-Squares Adjustment within the Errors-In-Variables Model: Singular Cofactor Matrices and Prior Information, Technical Report No.502, Geodetic Science, The Ohio State University, Columbus, Ohio, 2012.
[39]

X. Fang, B.F. Li, H. Alkhatib, W.X. Zeng, Y.B. Yao, Bayesian inference for the errors-in-variables model, Studia Geophys. Geod. 61 (2017) 35-52.

[40]

E. Mamatzakis, M.G. Tsionas, Testing for persistence in US mutual funds' performance: a Bayesian dynamic panel model, Ann. Oper. Res. 299 (2021) 1203-1233.

[41]

R.H. Zamar, Robust estimation in the errors-in-variables model, Biometrika 76 (1989) 149-160.

[42]

C. Cheng, J.W. van Ness, Generalized M-estimators for errors-in-variables regression, Ann. Stat. 20 (1992) 385-397.

[43]

A. Bab-Hadiashar, D. Suter, Robust total least squares based optic flow computation, Int. J. Comput. Vis. 29 (1998) 566-573.

[44]

C. Croux, M. Fekri, A. Ruiz-Gazen, Fast and robust estimation of the multivariate errors in variables model, Test 19 (2010) 286-303.

[45]

P.L. Xu, Y. Shi, Unidentifiability of errors-in-variables models with rank defect from measurements, Measurement 192 (2022) 110853, https://doi.org/10.1016/j.measurement.2022.110853.

[46]

S.D. Hodges, P.G. Moore, Data uncertainties and least squares regression, Appl Statist 21 (1972) 185-195.

[47]

R.B. Davies, B. Hutton, The effect of errors in the independent variables in linear regression, Biometrika 62 (1975) 383-391.

[48]

P.L. Xu, J.N. Liu, W. Zeng, Y.Z. Shen, Effects of errors-in-variables on weighted least squares estimation, J. Geodesy 88 (2014) 705-716.

[49]

P.L. Xu, The effect of errors-in-variables on variance component estimation, J. Geodesy 90 (2016) 681-701, https://doi.org/10.1007/s00190-016-0902-0.

[50]

P.L. Xu, Improving the weighted least squares estimation of parameters in errors-in-variables models, J. Frankl. Inst.-Eng. Appl. Math. 356 (2019) 8785-8802, https://doi.org/10.1016/j.jfranklin.2019.06.016.

[51]

B. Schaffrin, S. Uzun, On the reliability of errors-in-variables models, Acta Commentationes Univ. Tartuensis Math. 16 (2012) 69-81.

[52]

W. Proszynski, An approach to response-based reliability analysis of quasi linear errors-in-variables models, J. Geodesy 87 (2013) 89-99.

[53]

W.S. Student Gosset, On the probable error of a mean, Biometrika 6 (1908) 1-25.

[54]

S.R. Searle, Linear Models, John Wiley & Sons, New York, 1971.

[55]

J.R. Magnus, H. Neudecker, Matrix Differential Calculus with Applications in Statistics and Econometrics, Wiley, New York, 1988.

[56]

R. Lehmann, A. Voß-Böhme, On the statistical power of Baarda's outlier test and some alternative, J Geod Sci 7 (2017) 68-78.

[57]

A. Amiri-Simkooei, S. Jazaeri, Data-snooping procedure applied to errors-in-variables models, Studia Geophys. Geod. 57 (2013) 426-441.

[58]

P.L. Xu, Deformation analysis and prediction of large dams: a multivariate regression approach, Acta Geod. Cartogr. Sinica 16 (1987) 280-287 (in Chinese).

Geodesy and Geodynamics
Pages 568-581
Cite this article:
Liu Y, Shi Y, Xu P, et al. Effects of errors-in-variables on the internal and external reliability measures. Geodesy and Geodynamics, 2024, 15(6): 568-581. https://doi.org/10.1016/j.geog.2024.03.002
Metrics & Citations  
Article History
Copyright
Rights and Permissions
Return