Heteroscedastic nonlinear regression by using Tanh Psi function

This article is concerned with the extension of heteroscedastic nonlinear regression estimation by using Tanh Psi function. The robustness properties of the Tanh's and Hampel's Weighted MM (WMM) estimators were investi­gated. In our simulation study, it has been shown that the biases and R...

Full description

Bibliographic Details
Main Author: Habshah Mid
Format: Article
Published: Universiti Kebangsaan Malaysia 2000
_version_ 1796927915477172224
author Habshah Mid,
author_facet Habshah Mid,
author_sort Habshah Mid,
collection UKM
description This article is concerned with the extension of heteroscedastic nonlinear regression estimation by using Tanh Psi function. The robustness properties of the Tanh's and Hampel's Weighted MM (WMM) estimators were investi­gated. In our simulation study, it has been shown that the biases and RMSE'S of the Hampel's estimates increase appreciably higher than the Tanh's estimates as the percentage of outliers increases. Hence, by utilising the Tanh's rho function in the WMM estimator, the accuracy and the efficiency of the estimates can be improved substantially.
first_indexed 2024-03-06T03:51:23Z
format Article
id ukm.eprints-3785
institution Universiti Kebangsaan Malaysia
last_indexed 2024-03-06T03:51:23Z
publishDate 2000
publisher Universiti Kebangsaan Malaysia
record_format dspace
spelling ukm.eprints-37852012-03-20T02:09:58Z http://journalarticle.ukm.my/3785/ Heteroscedastic nonlinear regression by using Tanh Psi function Habshah Mid, This article is concerned with the extension of heteroscedastic nonlinear regression estimation by using Tanh Psi function. The robustness properties of the Tanh's and Hampel's Weighted MM (WMM) estimators were investi­gated. In our simulation study, it has been shown that the biases and RMSE'S of the Hampel's estimates increase appreciably higher than the Tanh's estimates as the percentage of outliers increases. Hence, by utilising the Tanh's rho function in the WMM estimator, the accuracy and the efficiency of the estimates can be improved substantially. Universiti Kebangsaan Malaysia 2000 Article PeerReviewed Habshah Mid, (2000) Heteroscedastic nonlinear regression by using Tanh Psi function. Sains Malaysiana, 29 . pp. 103-118. ISSN 0126-6039 http://www.ukm.my/jsm/english_journals/vol29_2000/vol29_00page103-118.html
spellingShingle Habshah Mid,
Heteroscedastic nonlinear regression by using Tanh Psi function
title Heteroscedastic nonlinear regression by using Tanh Psi function
title_full Heteroscedastic nonlinear regression by using Tanh Psi function
title_fullStr Heteroscedastic nonlinear regression by using Tanh Psi function
title_full_unstemmed Heteroscedastic nonlinear regression by using Tanh Psi function
title_short Heteroscedastic nonlinear regression by using Tanh Psi function
title_sort heteroscedastic nonlinear regression by using tanh psi function
work_keys_str_mv AT habshahmid heteroscedasticnonlinearregressionbyusingtanhpsifunction