Comparison between methods of robust estimation for reducing the effect of outliers
Joint Authors
al-Munji, Hisham Muhammad
al-Mutawalli, Ihab Muhammad
Source
Egyptian Journal for Commercial Studies
Issue
Vol. 41, Issue 4 (31 Dec. 2017)
Publisher
Mansoura University Faculty of Commerce
Publication Date
2017-12-31
Country of Publication
Egypt
Main Subjects
Information Technology and Computer Science
Abstract EN
In regression analysis the use of least squares method would not be appropriate in solving problem containing outliers or extreme observations.
So, we need alternative method which .t can overcome this problem, this method of estimation is called robust estimation Where the value of the estimation by using this method is not much affected with outliers In this paper we present comparisons between the method of Least Absolute Deviations (LAD) estimation the method of Least Median of Squares (LMS) estimation, the method of L.easi Quantile of Squares (LQS) estimation, the method of Least Trimmed Squares (ITS) estimation the method of Reweightcd Least Squares (LTS.RLS) estimation, the method of M- Huper (MU) estimation and the method of S-estimation in robust regression to determine a suitable regression model.
The best methods are M-cstimation, which represents an extension of the maximum likelihood method and S-estimation is the development of M-estimation mctnod.
The robust regression methods can considerably improve estimation precision.
These results are confirmed using simulation methods and also applied to actual data.
American Psychological Association (APA)
al-Munji, Hisham Muhammad& al-Mutawalli, Ihab Muhammad. 2017. Comparison between methods of robust estimation for reducing the effect of outliers. Egyptian Journal for Commercial Studies،Vol. 41, no. 4.
https://search.emarefa.net/detail/BIM-867496
Modern Language Association (MLA)
al-Munji, Hisham Muhammad& al-Mutawalli, Ihab Muhammad. Comparison between methods of robust estimation for reducing the effect of outliers. Egyptian Journal for Commercial Studies Vol. 41, no. 4 (2017).
https://search.emarefa.net/detail/BIM-867496
American Medical Association (AMA)
al-Munji, Hisham Muhammad& al-Mutawalli, Ihab Muhammad. Comparison between methods of robust estimation for reducing the effect of outliers. Egyptian Journal for Commercial Studies. 2017. Vol. 41, no. 4.
https://search.emarefa.net/detail/BIM-867496
Data Type
Journal Articles
Language
English
Notes
Record ID
BIM-867496