Robust regression with both continuous and categorical predictors

DOI10.1016/S0378-3758(99)00208-6zbMATH Open0954.62030MaRDI QIDQ1582371FDOQ1582371

Authors: Victor J. Yohai, Ricardo Antonio Maronna 

Publication date: 18 February 2001

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

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zbMATH Keywords

simulationsbreakdown pointGM estimatesM estimatesS estimates

Mathematics Subject Classification ID

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

Cites Work

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• Asymptotic behavior of M-estimators for the linear model
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• Robust regression with both continuous and binary regressors
• Breakdown points for designed experiments
• Leverage and Breakdown in L 1 Regression
• Robust regression with both continuous and categorical predictors
• Functional stability of one-step GM-estimators in approximately linear regression
• The breakdown value of the \(L_1\) estimator in contingency tables
• Robust estimation in structured linear regression
• Robust regression with a distributed intercept using least median of squares
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Cited In (16)

• On simultaneously identifying outliers and heteroscedasticity without specific form
• Semiparametrically weighted robust estimation of regression models
• A natural robustification of the ordinary instrumental variables estimator
• Outlier detection and robust estimation in linear regression models with fixed group effects
• Data driven robust estimation methods for fixed effects panel data models
• Nonsingular subsampling for regression S estimators with categorical predictors
• Robust density power divergence estimates for panel data models
• Robust estimation for linear panel data models
• Robust regression estimation and inference in the presence of cellwise and casewise contamination
• One-step robust estimation of fixed-effects panel data models
• Periodicity detection in irregularly sampled light curves by robust regression and outlier detection
• Robust regression with both continuous and categorical predictors
• Maximum trimmed likelihood estimator for multivariate mixed continuous and categorical data
• Robust estimators for the fixed effects panel data model
• Fast and robust estimators of variance components in the nested error model
• High-breakdown robust multivariate methods

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