The Use and Interpretation of Residuals Based on Robust Estimation

DOI10.2307/2291265zbMath0792.62061OpenAlexW4239480389MaRDI QIDQ4292103

Thomas P. Hettmansperger, Joseph W. McKean, Simon J. Sheather

Publication date: 10 July 1994

Full work available at URL: https://doi.org/10.2307/2291265

zbMATH Keywords

curvaturelinear modelsimulation studyleast squares fitsmisspecified modelshigh breakdowntests for randomnessGM estimatesM estimatesplots of robust residuals

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35) Diagnostics, and linear inference and regression (62J20)

Related Items (14)

M-regression, false discovery rates and outlier detection with application to genetic association studies ⋮ Reweighting approximate GM estimators: Asymptotics and residual-based graphics ⋮ Positive-breakdown regression by minimizing nested scale estimators ⋮ Confirmation of multiple outliers in generalized linear and nonlinear regressions ⋮ A note on the behaviour of residual plots in regression ⋮ Jackknifing, weighting, diagnostics and variance estimation in generalized \(M\)-estimation ⋮ Can we trust the bootstrap in high-dimension? ⋮ Diagnostics for comparing robust and least squares fits ⋮ On the bootstrap in misspecified regression models. ⋮ A Simple Diagnostic Plot Connecting Robust Estimation, Outlier Detection, and False Discovery Rates ⋮ Distortion in statistical inference: the distinction between data contamination and model deviation ⋮ Robust analysis of linear models ⋮ Weighted least squares estimators in possibly misspecified nonlinear regression ⋮ An efficient and high breakdown procedure for model criticism

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