Econometric applications of high-breakdown robust regression techniques

DOI10.1016/S0165-1765(00)00404-3zbMath0984.91065arXiv1709.00181MaRDI QIDQ5940888

Mehmet Orhan, Peter J. Rousseeuw, Asad Zaman

Publication date: 20 August 2001

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1709.00181

zbMATH Keywords

masking; high breakdown estimates; least trimmed squares (LTS); leverage point; minimum covariance determinant (MCD); outlier; robust regression

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

91B82: Statistical methods; economic indices and measures

Related Items

Robust estimators for the fixed effects panel data model, Reweighted least trimmed squares: an alternative to one-step estimators, Robust diagnostics for the heteroscedastic regression model, Robust regression diagnostics with data transformations, A resistant learning procedure for coping with outliers, Maximum trimmed likelihood estimator for multivariate mixed continuous and categorical data, Robust estimation and moment selection in dynamic fixed-effects panel data models, Robust tests for normality of errors in regression models, Robust estimation of dynamic fixed-effects panel data models, Least trimmed squares in nonlinear regression under dependence, Robust Estimation with Discrete Explanatory Variables, GENERAL TRIMMED ESTIMATION: ROBUST APPROACH TO NONLINEAR AND LIMITED DEPENDENT VARIABLE MODELS, Econometric Applications of the Forward Search in Regression: Robustness, Diagnostics, and Graphics

Cites Work

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