A Review of Robust Regression and Diagnostic Procedures in Linear Regression

(整期优先)网络出版时间:2005-02-12
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TheconcernoveroutliersisoldsinceBernoulli(see[12]),reviewedhistoricallyby[11]andupdatedwith[10]intheirencyclopediatextbook.Jamesetal.[46]usedsimulationtechniquetocomparesomerecentpublishedoutlierdetectionprocedures.Thehistoryofadeptanddiagnosisofoutliersistracedfromoldandpresencecomments.Theil-typeorRank,Brown-Mood,Lp,M,adaptiveM,GM,andTrimmed-Winsorizationestimatorsarethemostpopularestimatorsthatwewillreviewinthispaperasanapplicationtooutlieraccommodation.Wewillreviewandcomparethemostnumericalandgraphicaldisplaysbasedonresidualstoflagoutliers.