A Comparison of Five Robust Regression Methods with Ordinary Least Squares: Relative Efficiency, Bias and Test of the Null Hypothesis
A Monte Carlo simulation was used to generate data for a comparison of five robust regression estimation methods with ordinary least squares (OLS) under 36 different outlier data configurations. Two of the robust estimators, Least Absolute Value (LAV) estimation and MM estimation, are commercially a...
| Main Author: | |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | English |
| Published: |
University of North Texas
2001
|
| Subjects: | |
| Online Access: | https://digital.library.unt.edu/ark:/67531/metadc5808/ |