LAD regression for detecting outliers in response and explanatory variables

JOURNAL OF MULTIVARIATE ANALYSIS

卷:61

Article

关键词: least absolute deviations regression;    inverse least absolute deviations regression;    robust regression;    outliers;    leverage points;   

DOI  :  10.1006/jmva.1997.1666

来源: Elsevier

【 摘 要 】

Least absolute deviations regression resists outliers in the response variable but is relatively sensitive to outlying observations in the explanatory variables. In this paper a simple solution is proposed to overcome this problem. This is achieved by minimizing the absolute values of vertical and horizontal deviations in turn. Two algorithms are proposed: one for the simple and one for the multiple regression case. The methods presented have been tested on a variety of data and have proven to be quite effective. (C) 1997 Academic Press.

【 授权许可】

Free