Bootstrapping the confidence intervals of R2MAD for samples from contaminated standard logistic distribution
This paper investigates the confidence intervals of R2MAD, the coefficient of determination based on median absolute deviation in the presence of outliers. Bootstrap bias-corrected accelerated (BCa) confidence intervals, known to have higher degree of correctness, are constructed for the mean and st...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
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Universiti Putra Malaysia Press
2010
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| Online Access: | http://psasir.upm.edu.my/id/eprint/13443/1/Bootstrapping%20the%20Confidence%20Intervals%20of%20R.pdf |
| _version_ | 1825945237403467776 |
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| author | Maarof, Fauziah Lim, Fong Peng Ibrahim, Noor Akma |
| author_facet | Maarof, Fauziah Lim, Fong Peng Ibrahim, Noor Akma |
| author_sort | Maarof, Fauziah |
| collection | UPM |
| description | This paper investigates the confidence intervals of R2MAD, the coefficient of determination based on median absolute deviation in the presence of outliers. Bootstrap bias-corrected accelerated (BCa) confidence intervals, known to have higher degree of correctness, are constructed for the mean and standard deviation of R2MAD for samples generated from contaminated standard logistic distribution. The results indicate that by increasing the sample size and percentage of contaminants in the samples, and perturbing the location and scale of the distribution affect the lengths of the confidence intervals. The results obtained can also be used to verify the bound of R2MAD.
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| first_indexed | 2024-03-06T07:28:22Z |
| format | Article |
| id | upm.eprints-13443 |
| institution | Universiti Putra Malaysia |
| language | English |
| last_indexed | 2024-03-06T07:28:22Z |
| publishDate | 2010 |
| publisher | Universiti Putra Malaysia Press |
| record_format | dspace |
| spelling | upm.eprints-134432015-11-23T00:43:27Z http://psasir.upm.edu.my/id/eprint/13443/ Bootstrapping the confidence intervals of R2MAD for samples from contaminated standard logistic distribution Maarof, Fauziah Lim, Fong Peng Ibrahim, Noor Akma This paper investigates the confidence intervals of R2MAD, the coefficient of determination based on median absolute deviation in the presence of outliers. Bootstrap bias-corrected accelerated (BCa) confidence intervals, known to have higher degree of correctness, are constructed for the mean and standard deviation of R2MAD for samples generated from contaminated standard logistic distribution. The results indicate that by increasing the sample size and percentage of contaminants in the samples, and perturbing the location and scale of the distribution affect the lengths of the confidence intervals. The results obtained can also be used to verify the bound of R2MAD. Universiti Putra Malaysia Press 2010-01 Article PeerReviewed application/pdf en http://psasir.upm.edu.my/id/eprint/13443/1/Bootstrapping%20the%20Confidence%20Intervals%20of%20R.pdf Maarof, Fauziah and Lim, Fong Peng and Ibrahim, Noor Akma (2010) Bootstrapping the confidence intervals of R2MAD for samples from contaminated standard logistic distribution. Pertanika Journal of Science & Technology, 18 (1). pp. 209-221. ISSN 0128-7680; ESSN: 2231-8526 http://www.pertanika.upm.edu.my/Pertanika%20PAPERS/JST%20Vol.%2018%20%281%29%20Jan.%202010/22%20Pg%20209-221.pdf |
| spellingShingle | Maarof, Fauziah Lim, Fong Peng Ibrahim, Noor Akma Bootstrapping the confidence intervals of R2MAD for samples from contaminated standard logistic distribution |
| title | Bootstrapping the confidence intervals of R2MAD for samples from contaminated standard logistic distribution |
| title_full | Bootstrapping the confidence intervals of R2MAD for samples from contaminated standard logistic distribution |
| title_fullStr | Bootstrapping the confidence intervals of R2MAD for samples from contaminated standard logistic distribution |
| title_full_unstemmed | Bootstrapping the confidence intervals of R2MAD for samples from contaminated standard logistic distribution |
| title_short | Bootstrapping the confidence intervals of R2MAD for samples from contaminated standard logistic distribution |
| title_sort | bootstrapping the confidence intervals of r2mad for samples from contaminated standard logistic distribution |
| url | http://psasir.upm.edu.my/id/eprint/13443/1/Bootstrapping%20the%20Confidence%20Intervals%20of%20R.pdf |
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