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Quality Quandaries: Beware of Autocorrelation in Regression

Summary: An example from economics is used to show how regression analysis can be misleading if the assumption of independence of the errors is violated. The issue of autocorrelation is of importance when regression is used to estimate input-output relationships from process data sampled over time that may be autocorrelated. The economic example is used because it illustrates the problem of autocorrelated errors that need to be known by users of regression analysis and by quality engineers.

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  • Topics: Statistics
  • Keywords: Autocorrelation, Regression analysis, Input/Output Analysis, Error
  • Author: Bisgaard, Soren; Kulahci, Murat
  • Journal: Quality Engineering