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...
Main Authors: | , |
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Format: | Article |
Language: | English |
Published: |
Universiti Putra Malaysia Press
2009
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Online Access: | http://psasir.upm.edu.my/id/eprint/16589/1/16589.pdf |