How to Select the Appropriate Degrees of Freedom for Multivariate Calibration
June 01, 2016
Chemometrics in Spectroscopy
This column addresses the issue of degrees of freedom (df) for regression models. The use of smaller degrees of freedom (df) (e.g., n or n-1) underestimates the size of the standard error; and possibly the larger df (e.g., n-k-1) overestimates the size of the standard deviation. It seems one should use the same df for both SEE and SECV, but what is a clear statistical explanation for selecting the appropriate df? It is a good time to raise this question once again and it seems there is some confusion among experts about the use of df for the various calibration and prediction situations - the standard error parameters should be comparable and are related to the total independent samples, data channels containing information (i.e., wavelengths or wavenumbers), and number of factors or terms in the regression. By convention everyone could just choose a definition but is there a more correct one that should be verified and discussed for each case? The problem with this subject is in computing the standard deviation using different df without a more rigorous explanation and then putting an over emphasis on the actual number derived for SEE and SECV, rather than on using properly computed confidence intervals. Note that confidence limit computations for standard error have been discussed previously and are routinely derived in standard statistical texts (4).