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Robust Procedures in Multiple Regression: P-Subsets and a Computational Proposal

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Author Info
D'Esposito, Maria Rosaria
Furno, Marilena

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Abstract

A number of robust and diagnostic techniques for the linear regression are in terms of "p"-dimensional subsets of the original sample. In a sample of size "n" this leads to consider C[superscript n][subscript p] subsets. To reduce the computational burden, a limited number of subsets can be selected by means of a sub-sampling scheme. In this paper we suggest and discuss the use of a Balanced Incomplete Block design plan. Citation Copyright 1996 by Kluwer Academic Publishers.

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File URL: http://fmwww.bc.edu/RePEc/CE/software/robustPsubsets.rats
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Publisher Info
Article provided by Springer in its journal Computational Economics.

Volume (Year): 9 (1996)
Issue (Month): 2 (May)
Pages: 129-47
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Handle: RePEc:kap:compec:v:9:y:1996:i:2:p:129-47

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Web page: http://www.springerlink.com/link.asp?id=100248

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