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      •   BUIR Home
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      • Bilkent Theses
      • Theses - Department of Economics
      • Dept. of Economics - Master's degree
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      Robust regression and applications

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      Author(s)
      Kıracı, Arzdar
      Advisor
      Zaman, Asad
      Date
      1996
      Publisher
      Bilkent University
      Language
      English
      Type
      Thesis
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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.
      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
      Permalink
      http://hdl.handle.net/11693/18418
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      • Dept. of Economics - Master's degree 325
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