Robust regression with both continuous and categorical predictors

DOI10.1016/S0378-3758(99)00208-6MaRDI QIDQ1582371zbMATHFDO

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)

zbMATH Keywords

simulationsbreakdown pointGM estimatesM estimatesS estimates

Mathematics Subject Classification ID

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

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Cites work

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• scientific article; zbMATH DE number 850155 (Why is no real title available?)
• An Improved Algorithm for Discrete $l_1 $ Linear Approximation
• Asymptotic behavior of M-estimators for the linear model
• Breakdown points for designed experiments
• Computing the Exact Least Median of Squares Estimate and Stability Diagnostics in Multiple Linear Regression
• Finite sample breakdown points of projection based multivariate location and scatter statistics
• Functional stability of one-step GM-estimators in approximately linear regression
• Leverage and Breakdown in L 1 Regression
• Robust Statistics
• Robust estimation in structured linear regression
• Robust regression with a distributed intercept using least median of squares
• Robust regression with both continuous and binary regressors
• Robust regression with both continuous and categorical predictors
• The Behavior of the Stahel-Donoho Robust Multivariate Estimator
• The breakdown value of the \(L_1\) estimator in contingency tables
• The feasible set algorithm for least median of squares regression

Cited in

(17)

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

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