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Author : Ruben Horacio Zamar
Publisher :
ISBN 13 :
Total Pages : 354 pages
Book Rating : 4.:/5 (132 download)
Download or read book Robust Estimation for the Errors-in-variables Model written by Ruben Horacio Zamar and published by . This book was released on 1985 with total page 354 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Hans Nyquist
Publisher :
ISBN 13 :
Total Pages : 24 pages
Book Rating : 4.:/5 (185 download)
Download or read book Robust Estimation of the Structural Errors-in-variables Model written by Hans Nyquist and published by . This book was released on 1985 with total page 24 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Christophe Croux
Publisher :
ISBN 13 :
Total Pages : 19 pages
Book Rating : 4.:/5 (249 download)
Download or read book Fast and Robust Estimation of the Multivariate Errors in Variables Model written by Christophe Croux and published by . This book was released on 2003 with total page 19 pages. Available in PDF, EPUB and Kindle. Book excerpt:
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 : Quirino Paris
Publisher :
ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (137 download)
Download or read book Robust Estimators of Errors-in-Variables Models written by Quirino Paris and published by . This book was released on 2004 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: It is well known that consistent estimators of errors-in-variables models require knowledge of the ratio of error variances. What is not well known is that a Joint Least Squares estimator is robust to a wide misspecification of that ratio. Through a series of Monte Carlo experiments we show that an easy-to-implement estimator produces estimates that are nearly unbiased for a wide range of the ratio of error variances. These MC analyses encompass linear and nonlinear specifications and also a system on nonlinear equations where all the variables are measured with errors.
Author : Rand R. Wilcox
Publisher : Academic Press
ISBN 13 : 0123869838
Total Pages : 713 pages
Book Rating : 4.1/5 (238 download)
Download or read book Introduction to Robust Estimation and Hypothesis Testing written by Rand R. Wilcox and published by Academic Press. This book was released on 2012-01-12 with total page 713 pages. Available in PDF, EPUB and Kindle. Book excerpt: "This book focuses on the practical aspects of modern and robust statistical methods. The increased accuracy and power of modern methods, versus conventional approaches to the analysis of variance (ANOVA) and regression, is remarkable. Through a combination of theoretical developments, improved and more flexible statistical methods, and the power of the computer, it is now possible to address problems with standard methods that seemed insurmountable only a few years ago"--
Author : Joseph H. R. Croos
Publisher :
ISBN 13 :
Total Pages : 284 pages
Book Rating : 4.:/5 (27 download)
Download or read book Robust Estimation in Measurement Error Models written by Joseph H. R. Croos and published by . This book was released on 1992 with total page 284 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Qiong Wang
Publisher :
ISBN 13 :
Total Pages : 91 pages
Book Rating : 4.:/5 (623 download)
Download or read book Robust Estimation Via Measurement Error Modeling written by Qiong Wang and published by . This book was released on 2005 with total page 91 pages. Available in PDF, EPUB and Kindle. Book excerpt: Keywords: measurement error model, robust estimation, MCMC, Bayesian, influence function.
Download or read book Robust Estimation via Measurement Error Modeling written by and published by . This book was released on 2004 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: We introduce a new method to robustifying inference that can be applied in any situation where a parametric likelihood is available. The key feature is that data from the postulated parametric models are assumed to be measured with error where the measurement error distribution is chosen to produce the occasional gross errors found in data. We show that the tails of the error-contamination model control the properties (boundedness, redescendingness) of the resulting influence functions, with heavier tails in the error contamination model producing more robust estimators. In the application to location-scale models with independent and identically distributed data, the resulting analytically-intractable likelihoods are approximated via Monte Carlo integration. In the application to time series models, we propose a Bayesian approach to the robust estimation of time series parameters. We use Markov Chain Monte Carlo (MCMC) to estimate the parameters of interest and also the gross errors. The latter are used as outlier diagnostics.
Author : Pavel Čížek
Publisher :
ISBN 13 : 9788086288666
Total Pages : 86 pages
Book Rating : 4.2/5 (886 download)
Download or read book Robust Estimation in Nonlinear Regression and Limited Dependent Variable Models written by Pavel Čížek and published by . This book was released on 2001 with total page 86 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Yantong Liu
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (823 download)
Download or read book Robust Mixture Linear EIV Regression Models by T-distribution written by Yantong Liu and published by . This book was released on 2013 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: A robust estimation procedure for mixture errors-in-variables linear regression models is proposed in the report by assuming the error terms follow a t-distribution. The estimation procedure is implemented by an EM algorithm based on the fact that the t-distribution is a scale mixture of normal distribution and a Gamma distribution. Finite sample performance of the proposed algorithm is evaluated by some extensive simulation studies. Comparison is also made with the MLE procedure under normality assumption.
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 : Edna Schechtman
Publisher :
ISBN 13 :
Total Pages : 42 pages
Book Rating : 4.:/5 (13 download)
Download or read book A Robust Estimator of the Slope in the Functional Errors-in-variables Model written by Edna Schechtman and published by . This book was released on 1989 with total page 42 pages. Available in PDF, EPUB and Kindle. Book excerpt: Most Maximum Likelihood Estimates for the slope in the errors-in-variables models without replications rely on artificial assumptions, e.g., known ratio of variances of the two error terms. When this ratio is known, these estimates will perform well. If the ratio is not known, an alternative estimator has to be used. The Median-Slope estimator, proposed in this paper, is one such alternative. No assumptions are made about the parameters or the underlying distribution, but the predictors, although unknown, are assumed to be fixed and ordered. The Median-Slope estimator has a high breakdown point and is shown, via simulation, to perform well, especially for heavy tailed distributions. Large sample properties are investigated and the estimator is applied to some real data set.
Author : Pavel Čížek
Publisher :
ISBN 13 : 9788086288611
Total Pages : 81 pages
Book Rating : 4.2/5 (886 download)
Download or read book Robust Estimation with Discrete Explanatory Variables written by Pavel Čížek and published by . This book was released on 2001 with total page 81 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Susan Elizabeth LeRoy
Publisher :
ISBN 13 :
Total Pages : 288 pages
Book Rating : 4.:/5 (29 download)
Download or read book Robust Estimation of the Mean of a Retransformed Variable written by Susan Elizabeth LeRoy and published by . This book was released on 1987 with total page 288 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Lung-Fei Lee
Publisher :
ISBN 13 :
Total Pages : 28 pages
Book Rating : 4.:/5 (268 download)
Download or read book Consistent Estimation of Linear and Nonlinear Errors-in- Variables Models with Validation Information written by Lung-Fei Lee and published by . This book was released on 1992 with total page 28 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Michael L. Brown
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (874 download)
Download or read book Robust Line Estimation With Errors in Both Variables written by Michael L. Brown and published by . This book was released on 1975 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: The estimator holding the central place in the theory of the multivariate "errors-in-the-variables" (EV) model results from performing orthogonal recession on variables rescaled according to the covariance matrix of the errors [7]. Our first principal finding, via Monte Carlo on the univariate model, essentially relegates this estimator to use only in large samples on very well-behaved data, i.e., with no trace of outlier contamination. A modification, requiring a robust preliminary slope, is proposed that essentially sets out the generalization to EV of the w-estimator in regression. It is demonstrated that the modification is robust to outlier contamination even in small samples, given a sufficiently good preliminary estimator. A candidate for a preliminary slope estimator based on the data is proposed arid its performance under simulation examined. Least-absolute residuals estimation in EV is cited as an alternative candidate
