The regression dilemma

DOI10.1080/03610928308828477zbMath0513.62066OpenAlexW2006304286MaRDI QIDQ3658952

O. J. Pendleton, R. R. Hocking

Publication date: 1983

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928308828477

zbMATH Keywords

outliersrobust regressionreviewvariable selectioncollinearityrobust methodsbiased estimationinfluential datarecent developments

Mathematics Subject Classification ID

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

Related Items

Collinearity detection in linear regression models, Robust Regression Using Data Partitioning and M-Estimation, Methods of \(L_ 1\) estimation of a covariance matrix, Regression Residuals, Moments, and Their Use in Tests for Normality, First-order data sensitivity measures with applications to a multivariate signal-plus-noise problem, The performance of diagnostic-robust generalized potentials for the identification of multiple high leverage points in linear regression, A note on the behaviour of augmented principal-component plots in regression, Detection of collinearity- influential observations, Multiple Case High Leverage Diagnosis in Regression Quantiles, Contamination in linear regression models and its influence on estimators, On designing efficient memory-type charts using multiple auxiliary-information, Application of the Moore-Penrose inverse of a data matrix in multiple regression, Revision: variance inflation in regression, Identification of multiple high leverage points in logistic regression, A distribution free method of detecting outliers in regression, An approximation for analyzing a broad class of implicitly and explicitly defined estimators, Leverage and subset efficiencies in regression, Identifying multiple influential observations in linear regression, A predictive view of Bayesian clustering, Una caracterizacion aproximada de casos influyentes en multicolinealidad, An implicit function based procedure for analyzing maximum likelihood estimates from nonidentically distributed data

Cites Work

• Robust regression: Asymptotics, conjectures and Monte Carlo
• A Biometrics Invited Paper. The Analysis and Selection of Variables in Linear Regression
• Detection of Influential Observation in Linear Regression
• Robust regression using iteratively reweighted least-squares
• Robust regression estimators compared via monte carlo
• Generalized Inverses, Ridge Regression, Biased Linear Estimation, and Nonlinear Estimation
• The 1972 Wald Lecture Robust Statistics: A Review