A New Method Of Robust Linear Regression Analysis: Some Monte Carlo Experiments
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- Mishra, SK, 2008. "A new method of robust linear regression analysis: some monte carlo experiments," MPRA Paper 9445, University Library of Munich, Germany.
References listed on IDEAS
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- Hock Ann Lim & Habshah Midi, 2016. "Diagnostic Robust Generalized Potential Based on Index Set Equality (DRGP (ISE)) for the identification of high leverage points in linear model," Computational Statistics, Springer, vol. 31(3), pages 859-877, September.
- Sudhanshu Kumar MISHRA, 2008. "Robust Twoï¿½Stage Least Squares: Some Monte Carlo Experiments," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, vol. 3(4(6)_Wint).
- Mishra, SK, 2008. "Robust Two-Stage Least Squares: some Monte Carlo experiments," MPRA Paper 9737, University Library of Munich, Germany.
More about this item
KeywordsRobust regression; Campbell's robust covariance; outliers; Monte Carlo Experiment; Median absolute Deviation;
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- C01 - Mathematical and Quantitative Methods - - General - - - Econometrics
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