Using Wald-type estimator to combat outliers and Berkson-type uncertainties with mixture distributions in linear regression models

DOI10.1080/03610926.2017.1353627MaRDI QIDQ5160258zbMATH OpenOpenAlexFDO

Authors Yuh-Jenn Wu, Li-Hsueh Cheng, Wei-Quan Fang

Publication date 28 October 2021

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

Full work available at URL https://doi.org/10.1080/03610926.2017.1353627

zbMATH Keywords

Berkson-type uncertaintieslinear regressionoutliersWald-type estimator

Mathematics Subject Classification ID

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

Recommendations

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• Estimation in a linear errors-in-variables model under a mixture of classical and Berkson errors

Cites work

• Are There Two Regressions?
• Consistent estimation approach to tackling collinearity and Berkson-type measurement error in linear regression using adjusted Wald-type estimator
• High breakdown-point and high efficiency robust estimates for regression
• scientific article; zbMATH DE number 3905646 (Why is no real title available?)
• scientific article; zbMATH DE number 1515425 (Why is no real title available?)
• scientific article; zbMATH DE number 194744 (Why is no real title available?)
• Measurement error and latent variables in econometrics
• On the Asymptotic Bias of Wald-Type Estimators of a Straight Line when Both Variables are Subject to Error
• One-step \(M\)-estimators: Jones and Faddy's skewed \(t\)-distribution
• Reweighted LS estimators converge at the same rate as the initial estimator
• Robust Estimation of a Location Parameter
• Robust Statistics
• Using Liu-Type Estimator to Combat Collinearity

Cited in

(3)

• Sparse linear regression models of high dimensional covariates with non-Gaussian outliers and Berkson error-in-variable under heteroscedasticity
• Consistent estimation approach to tackling collinearity and Berkson-type measurement error in linear regression using adjusted Wald-type estimator
• On the use of L-statistic in Wald-type estimators for fitting a straight line when both variables are subject to error

Describes a project that uses

Uses Software

• KEGG
• robustbase
• FSDA

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