A comparison between classical and robust method in a factorial design in the presence of outlier

Analysis of Variance (ANOVA) techniques which is based on classical Least Squares (LS) method requires several assumptions, such as normality, constant variances and independency. Those assumptions can be violated due to several causes, such as the presence of an outlying observation. There are m...

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Main Authors: Fitrianto, Anwar, Midi, Habshah
Format: Article
Language:English
English
Published: Science Publications 2013
Online Access:http://psasir.upm.edu.my/id/eprint/30315/1/A%20comparison%20between%20classical%20and%20robust%20method%20in%20a%20factorial%20design%20in%20the%20presence%20of%20outlier.pdf
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author Fitrianto, Anwar
Midi, Habshah
author_facet Fitrianto, Anwar
Midi, Habshah
author_sort Fitrianto, Anwar
collection UPM
description Analysis of Variance (ANOVA) techniques which is based on classical Least Squares (LS) method requires several assumptions, such as normality, constant variances and independency. Those assumptions can be violated due to several causes, such as the presence of an outlying observation. There are many evident in literatures that the LS estimate is easily affected by outliers. To remedy this problem, a robust procedure that provides estimation, inference and testing that are not influenced by outlying observations is put forward. A well-known approach to handle dataset with outliers is the M-estimation. In this study, both classical and robust procedures are employed to data of a factorial experiment. The results signify that the classical method of least squares estimates instead of robust methods lead to misleading conclusion of the analysis in factorial designs.
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spelling upm.eprints-303152015-09-18T07:35:16Z http://psasir.upm.edu.my/id/eprint/30315/ A comparison between classical and robust method in a factorial design in the presence of outlier Fitrianto, Anwar Midi, Habshah Analysis of Variance (ANOVA) techniques which is based on classical Least Squares (LS) method requires several assumptions, such as normality, constant variances and independency. Those assumptions can be violated due to several causes, such as the presence of an outlying observation. There are many evident in literatures that the LS estimate is easily affected by outliers. To remedy this problem, a robust procedure that provides estimation, inference and testing that are not influenced by outlying observations is put forward. A well-known approach to handle dataset with outliers is the M-estimation. In this study, both classical and robust procedures are employed to data of a factorial experiment. The results signify that the classical method of least squares estimates instead of robust methods lead to misleading conclusion of the analysis in factorial designs. Science Publications 2013 Article PeerReviewed application/pdf en http://psasir.upm.edu.my/id/eprint/30315/1/A%20comparison%20between%20classical%20and%20robust%20method%20in%20a%20factorial%20design%20in%20the%20presence%20of%20outlier.pdf Fitrianto, Anwar and Midi, Habshah (2013) A comparison between classical and robust method in a factorial design in the presence of outlier. Journal of Mathematics and Statistics, 9 (3). pp. 193-197. ISSN 1549-3644 10.3844/jmssp.2013.193.197 English
spellingShingle Fitrianto, Anwar
Midi, Habshah
A comparison between classical and robust method in a factorial design in the presence of outlier
title A comparison between classical and robust method in a factorial design in the presence of outlier
title_full A comparison between classical and robust method in a factorial design in the presence of outlier
title_fullStr A comparison between classical and robust method in a factorial design in the presence of outlier
title_full_unstemmed A comparison between classical and robust method in a factorial design in the presence of outlier
title_short A comparison between classical and robust method in a factorial design in the presence of outlier
title_sort comparison between classical and robust method in a factorial design in the presence of outlier
url http://psasir.upm.edu.my/id/eprint/30315/1/A%20comparison%20between%20classical%20and%20robust%20method%20in%20a%20factorial%20design%20in%20the%20presence%20of%20outlier.pdf
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