Approximate replication of high-breakdown robust regression techniques
نویسندگان
چکیده
منابع مشابه
Econometric applications of high - breakdown robust regression techniques
A literature search shows that robust regression techniques are rarely used in applied econometrics. We present a technique based on Rousseeuw and Van Zomeren [Journal of the American Statistical Association, 85 (1990) 633–639] that removes many of the difficulties in applying such techniques to economic data. We demonstrate the value of these techniques by re-analyzing three OLS-based regressi...
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ژورنال
عنوان ژورنال: Journal of Economic and Social Measurement
سال: 2009
ISSN: 1875-8932,0747-9662
DOI: 10.3233/jem-2009-0314