Robust Linear Regression: A Review and Comparison
Methodology
2014-04-28 v1
Abstract
Ordinary least-squares (OLS) estimators for a linear model are very sensitive to unusual values in the design space or outliers among y values. Even one single atypical value may have a large effect on the parameter estimates. This article aims to review and describe some available and popular robust techniques, including some recent developed ones, and compare them in terms of breakdown point and efficiency. In addition, we also use a simulation study and a real data application to compare the performance of existing robust methods under different scenarios.
Keywords
Cite
@article{arxiv.1404.6274,
title = {Robust Linear Regression: A Review and Comparison},
author = {Chun Yu and Weixin Yao and Xue Bai},
journal= {arXiv preprint arXiv:1404.6274},
year = {2014}
}
Comments
27 pages, 3 figures