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논문 기본 정보
- 자료유형
- 학술저널
- 저자정보
- 발행연도
- 2000.12
- 수록면
- 201 - 215 (15page)
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초록· 키워드
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The classical method for regression analysis is the least squares method. However, if the data contain significant outliers, the least squares estimator can be broken down by outliers. To remedy this problem, the robust methods are important complement to the least squares method. Robust methods down weighs or completely ignore the outliers. This is not always best because the outliers can contain some very important information about the population. If they can be detected, the outliers can be further inspected and appropriate action can be taken based on the results. In this paper, I propose a sequential outlier test to identify outliers. It is based on the nonrobust estimate and the robust estimate of scatter of a robust regression residuals and is applied in forward procedure, removing the most extreme data at each step, until the test fails to detect outliers. Unlike other forward procedures, the present one is unaffected by swamping or masking effects because the statistics is based on the robust regression residuals. I show the asymptotic distribution of the test statistics and apply the best to several real data and simulated data for the test to be shown to perform fairly well.
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UCI(KEPA) : I410-ECN-0101-2018-041-001389773