Robust regression with both continuous and binary regressors

DOI10.1016/S0378-3758(96)00041-9zbMath0900.62174MaRDI QIDQ1361615

Mia Hubert, Peter J. Rousseeuw

Publication date: 14 December 1997

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

outlier detection; median polish; analysis of covariance; minimum volume ellipsoid estimator; robust distance; weighted least absolute values

Mathematics Subject Classification ID

62J05: Linear regression; mixed models

62F35: Robustness and adaptive procedures (parametric inference)

Related Items

Weighted LAD-LASSO method for robust parameter estimation and variable selection in regression, Semiparametrically weighted robust estimation of regression models, On simultaneously identifying outliers and heteroscedasticity without specific form, A semi-supervised regression model for mixed numerical and categorical variables, Robust weighted LAD regression, Maximum trimmed likelihood estimator for multivariate mixed continuous and categorical data, Robust regression with both continuous and categorical predictors

Uses Software

• ROBETH
• S-PLUS

Cites Work

• The asymptotics of Rousseeuw's minimum volume ellipsoid estimator
• A comparison of some quick algorithms for robust regression
• Least Median of Squares Regression
• Robust Analysis of Covariance
• Computing the Exact Least Median of Squares Estimate and Stability Diagnostics in Multiple Linear Regression
• An Improved Algorithm for Discrete $l_1 $ Linear Approximation
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