A determination coefficient for a linear regression model with imprecise response

Fuzzy sets are often used to handle the imprecision/vagueness that affects some characteristics in environmental sciences. A determination coefficient is introduced in order to quantify the degree of relationship between an imprecise response variable and a scalar explanatory predictor in a linear regression problem. An estimator of such coefficient useful to measure the goodness of fit of the model is proposed and its strong consistency is proved. Moreover, a specific linear independence testing procedure is established and both the asymptotic significance level and the power under local alternatives are established. Since the asymptotic results require large samples, a consistent bootstrap approach is developed. The empirical behavior of the suggested methods is illustrated by means of some simulations and real-life examples. Copyright (C) 2010 John Wiley & Sons, Ltd.