Robust regression with both continuous and categorical predictors

DOI10.1016/S0378-3758(99)00208-6zbMath0954.62030MaRDI QIDQ1582371

Víctor 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)

Related Items

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

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• The feasible set algorithm for least median of squares regression
• Asymptotic behavior of M-estimators for the linear model
• Finite sample breakdown points of projection based multivariate location and scatter 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
• The breakdown value of the \(L_1\) estimator in contingency tables
• Robust regression with both continuous and categorical predictors
• Functional stability of one-step GM-estimators in approximately linear regression
• Breakdown points for designed experiments
• Leverage and Breakdown in L 1 Regression
• Computing the Exact Least Median of Squares Estimate and Stability Diagnostics in Multiple Linear Regression
• The Behavior of the Stahel-Donoho Robust Multivariate Estimator
• An Improved Algorithm for Discrete $l_1 $ Linear Approximation
• Robust Statistics