Robust estimator to deal with regression models having both continuous and categorical regressors: a simulation study

The Ordinary Least Squares (OLS) method has been the most popular technique for estimating the parameters of the multiple linear regression. However, in the presence of outliers and when the model includes both continuous and categorical (factor) variables, the OLS can result in poor estimates. In...

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Bibliographic Details
Main Authors: A. Talib, Bashar, Midi, Habshah
Format: Article
Language:English
Published: Universiti Putra Malaysia Press 2009
Online Access:http://psasir.upm.edu.my/id/eprint/16589/1/16589.pdf