Open Access
Translator Disclaimer
January 2017 Robust Regression Using Multiple Repeated Median of Slope
Bamidele Mustapha OSENI
Afr. J. Appl. Stat. 4(1): 231-240 (January 2017). DOI: 10.16929/ajas/2017.231.212

Abstract

A generalization of the Repeated Median of Slope (RMS) is carried out to accommodate multiple regression models. This is obtained through the investigation of the behavior of total change in the dependent variable with respect to an independent variable. The asymptotic behavior of the estimator is investigated when certain percentage of the observations come from contamination-outlier generating unknown distribution. The performance of the estimator is compared with that of the ordinary least square (OLS) and huber estimator using bias, variance and RMSE. Expectedly, the estimator is consistent and more efficient than the OLS and huber when the observations are contaminated with outlier. Though using RMSE as evaluation criteria its performance is comparably very poor.

Une généralisation de la méthode de la médiane répétée du coefficient à l'origine est mise en oueuvre pour améloirer les méthodes de regression multiples. Ceci est opérée par l'investigation du comportement de la variable dépendante par rapport à la variable indépendante lorsque la première subit un changement total. Le comportement asymptotique est étudiée lorsqu'un certain pourcentage des observations provient d'une distribution inconnue générant des contaminations tendant à l'aberration (outliers). L'estimateur obtenu est plus performant, dans les conditions décrites plus hait, que ceux de la méthode des moindres carrés et de la méthode Uber par le biais et la variance. Cependant, par le RMSE, elle est moins efficace.

Citation

Download Citation

Bamidele Mustapha OSENI. "Robust Regression Using Multiple Repeated Median of Slope." Afr. J. Appl. Stat. 4 (1) 231 - 240, January 2017. https://doi.org/10.16929/ajas/2017.231.212

Information

Published: January 2017
First available in Project Euclid: 16 May 2019

Digital Object Identifier: 10.16929/ajas/2017.231.212

Subjects:
Primary: 62Gxx , 62Jxx

Keywords: contamination , estimator , median , Monte Carlo , multiple repeated median of slope , Outliers , regression , repeated median of slope , robust statistic

Rights: Copyright © 2017 The Statistics and Probability African Society

JOURNAL ARTICLE
10 PAGES


SHARE
Vol.4 • No. 1 • January 2017
Back to Top