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Showing 2 results for Breakdown Point

Mahdi Roozbeh, Morteza Amini,
Volume 13, Issue 2 (2-2020)
Abstract

‎In many fields such as econometrics‎, ‎psychology‎, ‎social sciences‎, ‎medical sciences‎, ‎engineering‎, ‎etc.‎, ‎we face with multicollinearity among the explanatory variables and the existence of outliers in data‎. ‎In such situations‎, ‎the ordinary least-squares estimator leads to an inaccurate estimate‎. ‎The robust methods are used to handle the outliers‎. ‎Also‎, ‎to overcome multicollinearity ridge estimators are suggested‎. ‎On the other hand‎, ‎when the error terms are heteroscedastic or correlated‎, ‎the generalized least squares method is used‎. ‎In this paper‎, ‎a fast algorithm for computation of the feasible generalized least trimmed squares ridge estimator in a semiparametric regression model is proposed and then‎, ‎the performance of the proposed estimators is examined through a Monte Carlo simulation study and a real data set.


Jalal Chachi, Alireza Chaji,
Volume 15, Issue 1 (9-2021)
Abstract

This article introduces a new method to estimate the least absolutes linear regression model's parameters, which considers optimization problems based on the weighted aggregation operators of ordered least absolute deviations. In the optimization problem, weighted aggregation of orderd fitted least absolute deviations provides data analysis to identify the outliers while considering different fitting functions simultaneously in the modeling problem. Accordingly, this approach is not affected by outlier observations and in any problem proportional to the number of potential outliers selects the best model estimator with the optimal break-down point among a set of other candidate estimators. The performance and the goodness-of-fit of the proposed approach are investigated, analyzed and compared in modeling analytical dataset and a real value dataset in hydrology engineering at the presence of outliers. Based on the results of the sensitivity analysis, the properties of unbiasedness and efficiency of the estimators are obtained.


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مجله علوم آماری – نشریه علمی پژوهشی انجمن آمار ایران Journal of Statistical Sciences

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