期刊
COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION
卷 46, 期 8, 页码 6261-6282出版社
TAYLOR & FRANCIS INC
DOI: 10.1080/03610918.2016.1202271
关键词
Breakdown point; Linear regression; Outliers; Robustness
资金
- NSF [DMS-1461677]
- Department of Energy [10006272]
Ordinary least-square (OLS) estimators for a linear model are very sensitive to unusual values in the design space or outliers among y values. Even one single atypical value may have a large effect on the parameter estimates. This article aims to review and describe some available and popular robust techniques, including some recent developed ones, and compare them in terms of breakdown point and efficiency. In addition, we also use a simulation study and a real data application to compare the performance of existing robust methods under different scenarios.
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