Robust diagnostics for the heteroscedastic regression model

DOI10.1016/J.CSDA.2010.11.024MaRDI QIDQ901570zbMATH OpenOpenAlexFDO

Authors Tsung-Chi Cheng

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

zbMATH Keywords

forward search algorithmheteroscedasticitymaximum trimmed likelihood estimatoroutlierresidual maximum likelihood estimatorrobust diagnostics

Mathematics Subject Classification ID

Diagnostics, and linear inference and regression (62J20) Applications of statistics to biology and medical sciences; meta analysis (62P10)

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Cites work

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• Fast Very Robust Methods for the Detection of Multiple Outliers
• Fitting Heteroscedastic Regression Models
• General trimmed estimation: robust approach to nonlinear and limited dependent variable models
• Graphics for Assessing the Adequacy of Regression Models
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Cited in

(16)

• Robust methods for heteroskedastic regression
• Special issue on robust analysis of complex data
• Three contributions to robust regression diagnostics
• Some diagnostic tools in robust econometrics
• Covariance matrices of S robust regression estimators
• Robust Multivariate Regression When There is Heteroscedasticity
• Heteroscedasticity diagnostics in two-phase linear regression models
• scientific article; zbMATH DE number 472953 (Why is no real title available?)
• t-REML for Robust Heteroscedastic Regression Analysis of Mitochondrial Power
• Robust joint modeling of mean and dispersion through trimming
• scientific article; zbMATH DE number 6441640 (Why is no real title available?)
• Robust estimation and variable selection in heteroscedastic linear regression
• Case-deletion type diagnostics for calibration estimators in survey sampling
• On simultaneously identifying outliers and heteroscedasticity without specific form
• Robust estimation of heteroscedastic regression models: a brief overview and new proposals
• Diagnostics for heteroscedasticity in regression

Describes a project that uses

Uses Software

• GLIM

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