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Download or read book A Monte Carlo study of two robust alternatives to least squares regression estimation written by and published by . This book was released on 1974 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Paul W. Holland
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (873 download)
Download or read book A Monte Carlo Study of Two Robust Alternatives of Least Square Regression Estimation written by Paul W. Holland and published by . This book was released on 1974 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: We give some Monte Carlo results on the performance of two robust alternatives to least squares regression estimation - least absolute residuals and the one-step "sine" estimator. We show how to scale the residuals for the sine estimator to achieve constant efficiency at the Gaussian across various choices of X-matrix and give some results for the contaminated Gaussian distribution
Author : Paul W. Holland
Publisher :
ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (119 download)
Download or read book Monte Carlo for Robust Regression written by Paul W. Holland and published by . This book was released on 1973 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper gives an alternative derivation of a Monte Carlo method that has been used to study robust estimators. Extensions of the technique to the regression case are also considered and some computational points are briefly mentioned.
Author : Gerard A. Bourdon (CAPT, USAF.)
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (132 download)
Download or read book A Monte Carlo Sampling Study for Further Testing of the Robust Regression Procedure Based Upon the Kurtosis of the Least Squares Residuals written by Gerard A. Bourdon (CAPT, USAF.) and published by . This book was released on 1974 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Sudhanshu K. Mishra
Publisher :
ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (137 download)
Download or read book Robust Two-Stage Least Squares written by Sudhanshu K. Mishra and published by . This book was released on 2008 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Two-Stage Least Squares (2-SLS) is a well known econometric technique used to estimate the parameters of a multi-equation (or simultaneous equations) econometric model when errors across the equations are not correlated and the equation(s) concerned is (are) over-identified or exactly identified. However, in presence of outliers in the data matrix, the classical 2-SLS has a very poor performance. In this study a method has been proposed to conveniently generalize the 2-SLS to the weighted 2-SLS (W2-SLS), which is robust to the effects of outliers and perturbations in the data matrix. Monte Carlo experiments have been conducted to demonstrate the performance of the proposed method. It has been found that robustness of the proposed method is not much destabilized by the magnitude of outliers, but it is sensitive to the number of outliers/perturbations in the data matrix. The breakdown point of the method is quite high, somewhere between 45 to 50 percent of the number of points in the data matrix.
Author : Gerald A. Bordon
Publisher :
ISBN 13 :
Total Pages : 144 pages
Book Rating : 4.:/5 (588 download)
Download or read book A Monte Carlo Sampling Study for Further Testing of the Robust Regression Procedure Based Upon the Kurtosis of the Least Squares Residuals written by Gerald A. Bordon and published by . This book was released on 1974 with total page 144 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Bryan Walter Coyle
Publisher :
ISBN 13 :
Total Pages : 186 pages
Book Rating : 4.3/5 (129 download)
Download or read book A Monte Carlo Evaluation of Ridge Regression as an Alternative to Ordinary Least Squares written by Bryan Walter Coyle and published by . This book was released on 1979 with total page 186 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Suat-Hun Go
Publisher :
ISBN 13 :
Total Pages : 58 pages
Book Rating : 4.:/5 (57 download)
Download or read book A Monte Carlo Study of Orthogonal Least Squares Estimators written by Suat-Hun Go and published by . This book was released on 1970 with total page 58 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : International Council of Scientific Unions Committee on Data for Science and Technology
Publisher :
ISBN 13 :
Total Pages : 678 pages
Book Rating : 4.F/5 ( download)
Download or read book The Proceedings of the Fifth Biennial International CODATA Conference written by International Council of Scientific Unions Committee on Data for Science and Technology and published by . This book was released on 1977 with total page 678 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Raymond J. Carroll
Publisher :
ISBN 13 :
Total Pages : 50 pages
Book Rating : 4.:/5 (227 download)
Download or read book A Monte Carlo Study of Robust Estimators of Location written by Raymond J. Carroll and published by . This book was released on 1975 with total page 50 pages. Available in PDF, EPUB and Kindle. Book excerpt: Andrews et al (1972) carried out an extensive Monte Carlo study of robust estimators of location. Their conclusions were that the hampel and the skipped estimates, as classes, seemed to be preferable to some of the other currently fashionable estimators. The present study extends this work to include estimators not previously examined. The estimators are compared over short-tailed as well as long-tailed alternatives and also over some dependent data generated by first-order autoregressive schemes. The conclusions of the present study are threefold. First, from our limited study, none of the so-called robust estimators are very robust over short-tailed situations. More work seems to be necessary in this situation. Second, none of the estimators perform very well in dependent data situations, particularly when the correlation is large and positive. This seems to be a rather pressing problem. Finally, for long-tailed alternatives, the hampel estimators and Hogg-type adaptive versions of the hampels are the strongest classes.
Author : David C. Hoaglin
Publisher :
ISBN 13 :
Total Pages : 19 pages
Book Rating : 4.:/5 (129 download)
Download or read book Monte Carlo Techniques in Studying Robust Estimators written by David C. Hoaglin and published by . This book was released on 2010 with total page 19 pages. Available in PDF, EPUB and Kindle. Book excerpt: Recent work on robust estimation has led to many procedures, which are easy to formulate and straightforward to program but difficult to study analytically. In such circumstances experimental sampling is quite attractive, but the variety and complexity of both estimators and sampling situations make effective Monte Carlo techniques essential. This discussion examines problems, techniques, and results and draws on examples in studies of robust location and robust regression.
Author : Robert Andersen
Publisher : SAGE
ISBN 13 : 1412940729
Total Pages : 129 pages
Book Rating : 4.4/5 (129 download)
Download or read book Modern Methods for Robust Regression written by Robert Andersen and published by SAGE. This book was released on 2008 with total page 129 pages. Available in PDF, EPUB and Kindle. Book excerpt: Offering an in-depth treatment of robust and resistant regression, this volume takes an applied approach and offers readers empirical examples to illustrate key concepts.
Author : Jean Pierre Aubry
Publisher :
ISBN 13 :
Total Pages : 80 pages
Book Rating : 4.3/5 ( download)
Download or read book A Monte Carlo Study of the Estimation of an Overidentified Model with Temporally Dependent Residuals written by Jean Pierre Aubry and published by . This book was released on 1973 with total page 80 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Werner Stahel
Publisher : Springer Science & Business Media
ISBN 13 : 1461244447
Total Pages : 384 pages
Book Rating : 4.4/5 (612 download)
Download or read book Directions in Robust Statistics and Diagnostics written by Werner Stahel and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 384 pages. Available in PDF, EPUB and Kindle. Book excerpt: This IMA Volume in Mathematics and its Applications DIRECTIONS IN ROBUST STATISTICS AND DIAGNOSTICS is based on the proceedings of the first four weeks of the six week IMA 1989 summer program "Robustness, Diagnostics, Computing and Graphics in Statistics". An important objective of the organizers was to draw a broad set of statisticians working in robustness or diagnostics into collaboration on the challenging problems in these areas, particularly on the interface between them. We thank the organizers of the robustness and diagnostics program Noel Cressie, Thomas P. Hettmansperger, Peter J. Huber, R. Douglas Martin, and especially Werner Stahel and Sanford Weisberg who edited the proceedings. A vner Friedman Willard Miller, Jr. PREFACE Central themes of all statistics are estimation, prediction, and making decisions under uncertainty. A standard approach to these goals is through parametric mod elling. Parametric models can give a problem sufficient structure to allow standard, well understood paradigms to be applied to make the required inferences. If, how ever, the parametric model is not completely correct, then the standard inferential methods may not give reasonable answers. In the last quarter century, particularly with the advent of readily available computing, more attention has been paid to the problem of inference when the parametric model used is not correctly specified.
Author : Bertrand Dreyfus
Publisher :
ISBN 13 :
Total Pages : 690 pages
Book Rating : 4.:/5 (318 download)
Download or read book The Proceedings of the Fifth Biennial International CODATA Conference, June 28-July 1 1976, Held at the University of Colorado, Boulder, Colorado, USA, at the Invitation of the National Academy of Sciences written by Bertrand Dreyfus and published by . This book was released on 1977 with total page 690 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Günter Franz Härtel
Publisher :
ISBN 13 :
Total Pages : 494 pages
Book Rating : 4.:/5 (358 download)
Download or read book Distribution-free Multiple Regression and a Monte Carlo Comparison with Robust Alternatives written by Günter Franz Härtel and published by . This book was released on 1996 with total page 494 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Jugal Kishore Sharma
Publisher :
ISBN 13 :
Total Pages : 294 pages
Book Rating : 4.:/5 (29 download)
Download or read book The Application of Monte Carlo Methods to the Evaluation of Small Sample Properties of 3-stage Least Squares Procedure written by Jugal Kishore Sharma and published by . This book was released on 1965 with total page 294 pages. Available in PDF, EPUB and Kindle. Book excerpt:
