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231226s2022 xx |||||o 00| ||eng c |
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|a 10.1080/02664763.2021.1881454
|2 doi
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|a eng
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1 |
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|a Piradl, Sajjad
|e verfasserin
|4 aut
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|a A robust estimation method for the linear regression model parameters with correlated error terms and outliers
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|c 2022
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|a Text
|b txt
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|a ƒaComputermedien
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|2 rdamedia
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|a ƒa Online-Ressource
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|2 rdacarrier
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|a Date Revised 16.06.2022
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|a published: Electronic-eCollection
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|a Citation Status PubMed-not-MEDLINE
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|a © 2021 Informa UK Limited, trading as Taylor & Francis Group.
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|a Independence of error terms in a linear regression model, often not established. So a linear regression model with correlated error terms appears in many applications. According to the earlier studies, this kind of error terms, basically can affect the robustness of the linear regression model analysis. It is also shown that the robustness of the parameters estimators of a linear regression model can stay using the M-estimator. But considering that, it acquires this feature as the result of establishment of its efficiency. Whereas, it has been shown that the minimum Matusita distance estimators, has both features robustness and efficiency at the same time. On the other hand, because the Cochrane and Orcutt adjusted least squares estimators are not affected by the dependence of the error terms, so they are efficient estimators. Here we are using of a non-parametric kernel density estimation method, to give a new method of obtaining the minimum Matusita distance estimators for the linear regression model with correlated error terms in the presence of outliers. Also, simulation and real data study both are done for the introduced estimation method. In each case, the proposed method represents lower biases and mean squared errors than the other two methods
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|a Journal Article
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|a Robust estimation method
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| 650 |
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4 |
|a correlated error terms
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| 650 |
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4 |
|a minimum Matusita distance estimation method
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| 650 |
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4 |
|a non-parametric kernel density estimation method
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| 650 |
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4 |
|a outliers
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| 700 |
1 |
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|a Shadrokh, Ali
|e verfasserin
|4 aut
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| 700 |
1 |
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|a Yarmohammadi, Masoud
|e verfasserin
|4 aut
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| 773 |
0 |
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|i Enthalten in
|t Journal of applied statistics
|d 1991
|g 49(2022), 7 vom: 17., Seite 1663-1676
|w (DE-627)NLM098188178
|x 0266-4763
|7 nnas
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| 773 |
1 |
8 |
|g volume:49
|g year:2022
|g number:7
|g day:17
|g pages:1663-1676
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| 856 |
4 |
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|u http://dx.doi.org/10.1080/02664763.2021.1881454
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