Robust regression and applications

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0008090.pdf (1.16 MB)

Date

1996

Authors

Editor(s)

Advisor

Zaman, Asad

Supervisor

Co-Advisor

Co-Supervisor

Instructor

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Abstract

This study analyzes the effect of outliers in the regression analysis with the help of a written program in the programing language of GAUSS. The analysis relies on the subject of Robust Regression, which is explained and supported by experiments and applications. The applications contain examples to show the superiority of this technique.

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Book Title

Keywords

Robust Regression,, Defect of Ordinary Least Squares Regression., Program for Robust Regression, Minimum Covariance Determinant, MVE, Minimum Volume Ellipsoid, MCD, LTS, Least Trinuned Squares, LMS, Least Median Squares, Robust Distance, Leverage Point, Outlier

Degree Discipline

Economics

Degree Level

Master's

Degree Name

MA (Master of Arts)

Citation

Permalink

http://hdl.handle.net/11693/18418

Published Version (Please cite this version)

Collections

Graduate School of Economics and Social Sciences

Language

English

Type

Thesis