On simultaneously identifying outliers and heteroscedasticity without specific form

DOI10.1016/J.CSDA.2012.01.004MaRDI QIDQ693231zbMATH OpenOpenAlexFDO

Authors Tsung-Chi Cheng

Publication date 7 December 2012

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.csda.2012.01.004

zbMATH Keywords

robust diagnosticsweighted least absolute deviation estimator

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Graphical methods in statistics (62A09)

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• Robust diagnostics for the heteroscedastic regression model
• Robust regression with both continuous and binary regressors
• Robust regression with both continuous and categorical predictors
• Robust weighted LAD regression
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Cited in

(2)

• An outlier-resistant test for heteroscedasticity in linear models
• Effectiveness of robust methods in heterogeneous linear models

Describes a project that uses

Uses Software

• GLIM
• alr3

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