Robust diagnostics for the heteroscedastic regression model
From MaRDI portal
Publication:901570
DOI10.1016/j.csda.2010.11.024zbMath1328.65024OpenAlexW2045544217MaRDI QIDQ901570
Publication date: 12 January 2016
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2010.11.024
heteroscedasticityoutlierrobust diagnosticsforward search algorithmmaximum trimmed likelihood estimatorresidual maximum likelihood estimator
Applications of statistics to biology and medical sciences; meta analysis (62P10) Diagnostics, and linear inference and regression (62J20)
Related Items
Robust methods for heteroskedastic regression ⋮ Robust joint modeling of mean and dispersion through trimming ⋮ Case-deletion type diagnostics for calibration estimators in survey sampling ⋮ On simultaneously identifying outliers and heteroscedasticity without specific form ⋮ Robust estimation and variable selection in heteroscedastic linear regression ⋮ Special issue on robust analysis of complex data ⋮ Covariance matrices of S robust regression estimators
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Diagnostics for heteroscedasticity in regression
- Robust fitting of mixtures using the trimmed likelihood estimator
- Robust regression diagnostics with data transformations
- On testing a subset of regression parameters under heteroskedasticity
- Maximum trimmed likelihood estimator for multivariate mixed continuous and categorical data
- A note on the breakdown point of the least median of squares and least trimmed squares estimators
- Maximum trimmed likelihood estimators: a unified approach, examples, and algorithms
- Breakdown points of trimmed likelihood estimators and related estimators in generalized linear models.
- Breakdown points for designed experiments
- Transformations and Influential Cases in Regression
- Least Median of Squares Regression
- GENERAL TRIMMED ESTIMATION: ROBUST APPROACH TO NONLINEAR AND LIMITED DEPENDENT VARIABLE MODELS
- Robust Tests for Heteroscedasticity Based on Regression Quantiles
- Estimating Regression Models with Multiplicative Heteroscedasticity
- About Regression Estimators with High Breakdown Point
- Fitting Heteroscedastic Regression Models
- Fast Very Robust Methods for the Detection of Multiple Outliers
- Graphics for Assessing the Adequacy of Regression Models
- Robust Diagnostic Data Analysis: Transformations in Regression
- Regression Model Selection—A Residual Likelihood Approach
- Bayesian inference for variance components using only error contrasts
- Recovery of inter-block information when block sizes are unequal
- Econometric applications of high-breakdown robust regression techniques