Robust estimation based on grouped-adjusted data in linear regression models

DOI10.1016/0304-4076(90)90123-BMaRDI QIDQ909394zbMATH OpenOpenAlexFDO

Authors Kazumitsu Nawata

Publication date 1990

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4076(90)90123-b

zbMATH Keywords

asymptotic normalitygroupingdependent variablesConsistencyadjustmentordinary least-squaresnew robust estimation method

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20) Estimation in multivariate analysis (62H12) Robustness and adaptive procedures (parametric inference) (62F35)

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Cites work

• scientific article; zbMATH DE number 3337815 (Why is no real title available?)
• A Comparison of Preliminary Estimators for Robust Regression
• A Robust Method for Multiple Linear Regression
• An Empirical Quantile Function for Linear Models with | operatornameiid Errors
• Asymptotic Theory of Least Absolute Error Regression
• Long-Run Linearity, Locally Gaussian Process, H-Spectra and Infinite Variances
• On Estimation of a Probability Density Function and Mode
• Regression Quantiles

Cited in

(11)

• Comparing robust regression lines associated with two dependent groups when there is heteroscedasticity
• Robust group identification and variable selection in regression
• Outlier detection and robust estimation in linear regression models with fixed group effects
• Robust and efficient estimation under data grouping
• New linear grouping algorithm based on total least absolute deviation criteria
• A general estimation procedure based on group means
• Mean-Based Iterative Procedures in Linear Models with General Errors and Grouped Data
• Robust estimation based on grouped-adjusted data in censored regression models
• Estimable group effects for strongly correlated variables in linear models
• An algorithm for robust linear estimation with grouped data
• scientific article; zbMATH DE number 5059894 (Why is no real title available?)

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