Math 2.0

Statistics Nonparametric inference Concept

Isotonic regression

Summary

Isotonic regression fits a non-decreasing sequence to data by least squares. It is used when a response is known to increase with a covariate, as for dose and response. No formula for the trend is assumed. The fit is the projection of the data onto a closed convex cone, so it exists and is unique. It can be computed quickly by the pool adjacent violators algorithm.

Further reading

  1. Web https://en.wikipedia.org/wiki/Isotonic_regression
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