A Review of Robust Regression and Diagnostic Procedures in Linear Regression

Author: Jajo, Nethal

Source: Acta Mathematicae Applicatae Sinica, Volume 21, Number 2, May 2005 , pp. 209-224(16)

Publisher: Springer

Buy & download fulltext article:


Price: $47.00 plus tax (Refund Policy)


The concern over outliers is old since Bernoulli (see [12]), reviewed historically by [11] and updated with [10] in their encyclopedia textbook. James et al.[46] used simulation technique to compare some recent published outlier detection procedures.

The history of adept and diagnosis of outliers is traced from old and presence comments. Theil-type or Rank, Brown-Mood, L p , M, adaptive M, GM, and Trimmed-Winsorization estimators are the most popular estimators that we will review in this paper as an application to outlier accommodation. We will review and compare the most numerical and graphical displays based on residuals to flag outliers.

Keywords: 62G35; Masking; outliers; robust estimator; swamping

Document Type: Research Article

DOI: http://dx.doi.org/10.1007/s10255-005-0230-2

Affiliations: Email: n.jajo@uws.edu.au

Publication date: May 1, 2005

Related content


Free Content
Free content
New Content
New content
Open Access Content
Open access content
Subscribed Content
Subscribed content
Free Trial Content
Free trial content

Text size:

A | A | A | A
Share this item with others: These icons link to social bookmarking sites where readers can share and discover new web pages. print icon Print this page