robustsur (Q120778)
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Robust Estimation for Seemingly Unrelated Regression Models
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | robustsur |
Robust Estimation for Seemingly Unrelated Regression Models |
Statements
expanded from: GPL (≥ 2) (English)
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28 June 2025
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Data sets are often corrupted by outliers. When data are multivariate outliers can be classified as case-wise or cell-wise. The latters are particularly challenge to handle. We implement a robust estimation procedure for Seemingly Unrelated Regression Models which is able to cope well with both type of outliers. Giovanni Saraceno, Fatemah Alqallaf, Claudio Agostinelli (2021) <doi:10.48550/arXiv.2107.00975>.
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