Regression Analysis of Interval Data Based on Error Theory

The traditional regression analysis needs to be extended when the sample data are intervals. An interval number can be seen as a number composed of its center and its radius which denotes the error of the interval number. Based on the error theory, a method of regression analysis of interval data is put forward through error transferring formula. Linear regression analysis and non-linear regression which can be linearized are studied separately. The method can give interval forecasting of dependent variable. An index of goodness-of-fit of the regression model is given based on Hausdorff distance. Finally an example is illustrated.