Accession Number:

ADA124678

Title:

Robust Multiple Linear Regression.

Descriptive Note:

Master's thesis,

Corporate Author:

AIR FORCE INST OF TECH WRIGHT-PATTERSON AFB OH SCHOOL OF ENGINEERING

Personal Author(s):

Report Date:

1982-12-01

Pagination or Media Count:

73.0

Abstract:

An extensive Monte Carlo analysis is conducted to determine the performance of robust linear regression techniques with and without outliers. Thirteen methods of regression are compared including least squares and minimum absolute deviation. The classical robust techniques of Huber, Hampel were studied and robust techniques using the Q-statistic as a discriminant were introduced. The model studied contained eleven variables with 27 observations. The error distributions considered were uniformly normally, double exponentially distributed. Least squares gave the best fit without outliers. In the presence of gross outliers a rejection of outliers technique gave the best fit. Author

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE