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Author : Daniel Peña
Publisher :
ISBN 13 :
Total Pages : 20 pages
Book Rating : 4.:/5 (129 download)
Download or read book A procedure for robust estimation and diagnostics in regression written by Daniel Peña and published by . This book was released on 1997 with total page 20 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Daniel Peña
Publisher :
ISBN 13 :
Total Pages : 20 pages
Book Rating : 4.:/5 (372 download)
Download or read book A Procedure for Robust Estimation and Diagnostics in Regression written by Daniel Peña and published by . This book was released on 1996 with total page 20 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 : Anthony Atkinson
Publisher : Springer Science & Business Media
ISBN 13 : 1461211603
Total Pages : 342 pages
Book Rating : 4.4/5 (612 download)
Download or read book Robust Diagnostic Regression Analysis written by Anthony Atkinson and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 342 pages. Available in PDF, EPUB and Kindle. Book excerpt: Graphs are used to understand the relationship between a regression model and the data to which it is fitted. The authors develop new, highly informative graphs for the analysis of regression data and for the detection of model inadequacies. As well as illustrating new procedures, the authors develop the theory of the models used, particularly for generalized linear models. The book provides statisticians and scientists with a new set of tools for data analysis. Software to produce the plots is available on the authors website.
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 : R. J. Carroll
Publisher :
ISBN 13 :
Total Pages : 44 pages
Book Rating : 4.:/5 (227 download)
Download or read book Diagnostics and Robust Estimation When Transforming the Regression Model and the Responses written by R. J. Carroll and published by . This book was released on 1985 with total page 44 pages. Available in PDF, EPUB and Kindle. Book excerpt: In regression analysis, the response is often transformed to remove heteroscedasticity and/or skewness. When a model already exists for the untransformed response, then it can be preserved by transforming both the model and the response with the same transformation. This methodology, is called transform both sides has been applied in several recent papers, and appears highly useful in practice. When a parametric transformation family such as power transformations is used, then the transformation can be estimated by maximum likelihood. The MLE however is very sensitive to outliers. This article proposes diagnostics which indicate cases influential for the transformation regression parameters. We also propose a robust bounded-influence estimator similar to the Krasker-Welsch regression estimate. Both diagnostics and the robust estimator can be implemented on standard software. (Author).
Author : Pavel Cizek
Publisher :
ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (137 download)
Download or read book Robust Estimation with Discrete Explanatory Variables written by Pavel Cizek and published by . This book was released on 2009 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: The least squares estimator is probably the most frequently used estimation method in regression analysis. Unfortunately, it is also quite sensitive to data contamination and model misspecification. Although there are several robust estimators designed for parametric regression models that can be used in place of least squares, these robust estimators cannot be easily applied to models containing binary and categorical explanatory variables. Therefore, I design a robust estimator that can be used for any linear regression model no matter what kind of explanatory variables the model contains. Additionally, I propose an adaptive procedure that maximizes the efficiency of the proposed estimator for a given data set while preserving its robustness.
Author : Raymond J. Carroll
Publisher :
ISBN 13 :
Total Pages : 38 pages
Book Rating : 4.:/5 (137 download)
Download or read book Diagnostics and Robust Estimation When Transforming the Regression Model and the Response written by Raymond J. Carroll and published by . This book was released on 1985 with total page 38 pages. Available in PDF, EPUB and Kindle. Book excerpt: In regression analysis, the response is often transformed to remove heteroscedasticity and/or skewness. When a model already exists for the untransformed response, then it can be preserved by applying the same transform to both the model and the response. This methodology which we call 'transform both sides' has been applied in several recent papers, and appears highly useful in practice. When a parametric transformation family such as the power transformations is used, then the transformation can be estimated by maximum likelihood. The MLE, however, is very sensitive to outliers. This article proposes diagnostics to indicate cases influential for the transformation or regression parameters. Also proposed it a robust bounded-influence estimator similar to the Kraskeer-Welsch regression estimator. Keywords: Heteroscedasticity; Maximum likelihood. (Author).
Author : Robert Finger
Publisher : GRIN Verlag
ISBN 13 : 3638634507
Total Pages : 120 pages
Book Rating : 4.6/5 (386 download)
Download or read book Robust Methods in Regression Analysis – Theory and Application written by Robert Finger and published by GRIN Verlag. This book was released on 2007-05-06 with total page 120 pages. Available in PDF, EPUB and Kindle. Book excerpt: Diploma Thesis from the year 2006 in the subject Mathematics - Statistics, grade: 1.3, European University Viadrina Frankfurt (Oder) (Wirtschaftswissenschaftliche Fakultät), language: English, abstract: Regression Analysis is an important statistical tool for many applications. The most frequently used approach to Regression Analysis is the method of Ordinary Least Squares. But this method is vulnerable to outliers; even a single outlier can spoil the estimation completely. How can this vulnerability be described by theoretical concepts and are there alternatives? This thesis gives an overview over concepts and alternative approaches. The three fundamental approaches to Robustness (qualitative-, infinitesimal- and quantitative Robustness) are introduced in this thesis and are applied to different estimators. The estimators under study are measures of location, scale and regression. The Robustness approaches are important for the theoretical judgement of certain estimators but as well for the development of alternatives to classical estimators. This thesis focuses on the (Robustness-) performance of estimators if outliers occur within the data set. Measures of location and scale provide necessary steppingstones into the topic of Regression Analysis. In particular the median and trimming approaches are found to produce very robust results. These results are used in Regression Analysis to find alternatives to the method of Ordinary Least Squares. Its vulnerability can be overcome by applying the methods of Least Median of Squares or Least Trimmed Squares. Different outlier diagnostic tools are introduced to improve the poor efficiency of these Regression Techniques. Furthermore, this thesis delivers a simulation of some Regression Techniques on different situations in Regression Analysis. This simulation focuses in particular on changes in regression estimates if outliers occur in the data. Theoretically derived results as well as the results of the simulation lead to the recommendation of the method of Reweighted Least Squares. Applying this method frequently on problems of Regression Analysis provides outlier resistant and efficient estimates.
Author : Peter J. Rousseeuw
Publisher : John Wiley & Sons
ISBN 13 : 0471725374
Total Pages : 329 pages
Book Rating : 4.4/5 (717 download)
Download or read book Robust Regression and Outlier Detection written by Peter J. Rousseeuw and published by John Wiley & Sons. This book was released on 2005-02-25 with total page 329 pages. Available in PDF, EPUB and Kindle. Book excerpt: WILEY-INTERSCIENCE PAPERBACK SERIES The Wiley-Interscience Paperback Series consists of selectedbooks that have been made more accessible to consumers in an effortto increase global appeal and general circulation. With these newunabridged softcover volumes, Wiley hopes to extend the lives ofthese works by making them available to future generations ofstatisticians, mathematicians, and scientists. "The writing style is clear and informal, and much of thediscussion is oriented to application. In short, the book is akeeper." –Mathematical Geology "I would highly recommend the addition of this book to thelibraries of both students and professionals. It is a usefultextbook for the graduate student, because it emphasizes both thephilosophy and practice of robustness in regression settings, andit provides excellent examples of precise, logical proofs oftheorems. . . .Even for those who are familiar with robustness, thebook will be a good reference because it consolidates the researchin high-breakdown affine equivariant estimators and includes anextensive bibliography in robust regression, outlier diagnostics,and related methods. The aim of this book, the authors tell us, is‘to make robust regression available for everyday statisticalpractice.’ Rousseeuw and Leroy have included all of thenecessary ingredients to make this happen." –Journal of the American Statistical Association
Author : Werner Stahel
Publisher : Springer
ISBN 13 :
Total Pages : 280 pages
Book Rating : 4.X/5 (2 download)
Download or read book Directions in Robust Statistics and Diagnostics written by Werner Stahel and published by Springer. This book was released on 1991 with total page 280 pages. Available in PDF, EPUB and Kindle. Book excerpt: Papers from a conference organized as part of the summer 1989 program of the Institute for Mathematics and its Applications at the University of Minnesota.
Author : Kenneth D. Lawrence
Publisher : Routledge
ISBN 13 : 1351418270
Total Pages : 320 pages
Book Rating : 4.3/5 (514 download)
Download or read book Robust Regression written by Kenneth D. Lawrence and published by Routledge. This book was released on 2019-05-20 with total page 320 pages. Available in PDF, EPUB and Kindle. Book excerpt: Robust Regression: Analysis and Applications characterizes robust estimators in terms of how much they weight each observation discusses generalized properties of Lp-estimators. Includes an algorithm for identifying outliers using least absolute value criterion in regression modeling reviews redescending M-estimators studies Li linear regression proposes the best linear unbiased estimators for fixed parameters and random errors in the mixed linear model summarizes known properties of Li estimators for time series analysis examines ordinary least squares, latent root regression, and a robust regression weighting scheme and evaluates results from five different robust ridge regression estimators.
Author : Robert G. Staudte
Publisher : John Wiley & Sons
ISBN 13 : 1118165497
Total Pages : 382 pages
Book Rating : 4.1/5 (181 download)
Download or read book Robust Estimation and Testing written by Robert G. Staudte and published by John Wiley & Sons. This book was released on 2011-09-15 with total page 382 pages. Available in PDF, EPUB and Kindle. Book excerpt: An introduction to the theory and methods of robust statistics, providing students with practical methods for carrying out robust procedures in a variety of statistical contexts and explaining the advantages of these procedures. In addition, the text develops techniques and concepts likely to be useful in the future analysis of new statistical models and procedures. Emphasizing the concepts of breakdown point and influence functon of an estimator, it demonstrates the technique of expressing an estimator as a descriptive measure from which its influence function can be derived and then used to explore the efficiency and robustness properties of the estimator. Mathematical techniques are complemented by computational algorithms and Minitab macros for finding bootstrap and influence function estimates of standard errors of the estimators, robust confidence intervals, robust regression estimates and their standard errors. Includes examples and problems.
Author : Zauherali Sadrudin Kanji Lalji
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (131 download)
Download or read book Diagnostic Displays Using Robust Estimation for Regression Analysis written by Zauherali Sadrudin Kanji Lalji and published by . This book was released on 1977 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Hock Ann Lim
Publisher :
ISBN 13 :
Total Pages : 508 pages
Book Rating : 4.:/5 (975 download)
Download or read book Robust Estimation Technique and Robust Autocorrelation Diagnostic for Multiple Linear Regression Model with Autocorrelated Errors written by Hock Ann Lim and published by . This book was released on 2014 with total page 508 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Douglas C. Montgomery
Publisher : Wiley-Interscience
ISBN 13 :
Total Pages : 680 pages
Book Rating : 4.F/5 ( download)
Download or read book Introduction to Linear Regression Analysis written by Douglas C. Montgomery and published by Wiley-Interscience. This book was released on 2001-04-16 with total page 680 pages. Available in PDF, EPUB and Kindle. Book excerpt: A comprehensive and thoroughly up-to-date look at regression analysis-still the most widely used technique in statistics today As basic to statistics as the Pythagorean theorem is to geometry, regression analysis is a statistical technique for investigating and modeling the relationship between variables. With far-reaching applications in almost every field, regression analysis is used in engineering, the physical and chemical sciences, economics, management, life and biological sciences, and the social sciences. Clearly balancing theory with applications, Introduction to Linear Regression Analysis describes conventional uses of the technique, as well as less common ones, placing linear regression in the practical context of today's mathematical and scientific research. Beginning with a general introduction to regression modeling, including typical applications, the book then outlines a host of technical tools that form the linear regression analytical arsenal, including: basic inference procedures and introductory aspects of model adequacy checking; how transformations and weighted least squares can be used to resolve problems of model inadequacy; how to deal with influential observations; and polynomial regression models and their variations. Succeeding chapters include detailed coverage of: ? Indicator variables, making the connection between regression and analysis-of-variance modelss ? Variable selection and model-building techniques ? The multicollinearity problem, including its sources, harmful effects, diagnostics, and remedial measures ? Robust regression techniques, including M-estimators, Least Median of Squares, and S-estimation ? Generalized linear models The book also includes material on regression models with autocorrelated errors, bootstrapping regression estimates, classification and regression trees, and regression model validation. Topics not usually found in a linear regression textbook, such as nonlinear regression and generalized linear models, yet critical to engineering students and professionals, have also been included. The new critical role of the computer in regression analysis is reflected in the book's expanded discussion of regression diagnostics, where major analytical procedures now available in contemporary software packages, such as SAS, Minitab, and S-Plus, are detailed. The Appendix now includes ample background material on the theory of linear models underlying regression analysis. Data sets from the book, extensive problem solutions, and software hints are available on the ftp site. For other Wiley books by Doug Montgomery, visit our website at www.wiley.com/college/montgomery.
Author : Anthony Curtis Atkinson
Publisher : Oxford University Press, USA
ISBN 13 :
Total Pages : 304 pages
Book Rating : 4.:/5 (44 download)
Download or read book Plots, Transformations, and Regression written by Anthony Curtis Atkinson and published by Oxford University Press, USA. This book was released on 1985 with total page 304 pages. Available in PDF, EPUB and Kindle. Book excerpt: The algebra of deletion; Diagnostic quantities; Goodness of link tests.
