Econometric applications of high-breakdown robust regression techniques

DOI10.1016/S0165-1765(00)00404-3zbMath0984.91065arXiv1709.00181WikidataQ127725755 ScholiaQ127725755MaRDI QIDQ5940888

Mehmet Orhan, Peter J. Rousseeuw, Asad Zaman

Publication date: 20 August 2001

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1709.00181

zbMATH Keywords

maskinghigh breakdown estimatesleast trimmed squares (LTS)leverage pointminimum covariance determinant (MCD)outlierrobust regression

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)

Related Items (15)

Robust estimation and moment selection in dynamic fixed-effects panel data models ⋮ Reweighted least trimmed squares: an alternative to one-step estimators ⋮ Robust tests for normality of errors in regression models ⋮ Robust diagnostics for the heteroscedastic regression model ⋮ Robust estimation of dynamic fixed-effects panel data models ⋮ Robust Estimation with Discrete Explanatory Variables ⋮ GENERAL TRIMMED ESTIMATION: ROBUST APPROACH TO NONLINEAR AND LIMITED DEPENDENT VARIABLE MODELS ⋮ Robust regression diagnostics with data transformations ⋮ Robust estimators for the fixed effects panel data model ⋮ Least trimmed squares in nonlinear regression under dependence ⋮ A resistant learning procedure for coping with outliers ⋮ Econometric Applications of the Forward Search in Regression: Robustness, Diagnostics, and Graphics ⋮ Valid Inference Corrected for Outlier Removal ⋮ Maximum trimmed likelihood estimator for multivariate mixed continuous and categorical data ⋮ Conditional selective inference for robust regression and outlier detection using piecewise-linear homotopy continuation

Cites Work

• High breakdown-point and high efficiency robust estimates for regression
• Robust regression with a distributed intercept using least median of squares
• Least Median of Squares Regression
• A robust scale estimator based on the shortest half
• A Contribution to the Empirics of Economic Growth
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