Influence analysis of LAD regression based on MM algorithm

MaRDI QIDQ5432781zbMATH OpenFDO

Authors Liang Xu, Yinghui Zhou, Bocheng Wei

Publication date 18 December 2007

zbMATH Keywords

influence analysisLAD regressionMM algorithmoutliers

Mathematics Subject Classification ID

General nonlinear regression (62J02)

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(5)

• LAD regression for detecting outliers in response and explanatory variables
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• Computational algorithm of least absolute deviation method for determining number of outliers under normality
• REGRESSION DIAGNOSTICS FOR THE LEAST ABSOLUTE DEVIATIONS AND THE MINIMAX METHODS
• Influence measure for the L₁regression

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