Robust Estimation of a Linearized Nonlinear Regression Model with Heteroscedastic Errors:A Simulation Study
A simulation study is used to examine the robustness of some estimators on a linearized nonlinear regression model with heteroscedastic errors, namely the Linearized Ordinary Least Squares (LOLS), Transformed Generalized Least Squares (TGLS) , Linearized Reweighted Least Squares (LRLS) and Transfor...
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| Format: | Article |
| Language: | English English |
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Universiti Putra Malaysia Press
1998
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| Online Access: | http://psasir.upm.edu.my/id/eprint/3440/1/Robust_Estimation_of_a_Linearized_Nonlinear_Regression_Model.pdf |
| _version_ | 1796966544626941952 |
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| author | Midi, Habshah |
| author_facet | Midi, Habshah |
| author_sort | Midi, Habshah |
| collection | UPM |
| description | A simulation study is used to examine the robustness of some estimators on a linearized nonlinear regression model with heteroscedastic errors, namely the Linearized Ordinary Least Squares (LOLS), Transformed Generalized Least
Squares (TGLS) , Linearized Reweighted Least Squares (LRLS) and Transformed Linearized Reweighted Least Squares (TLRLS). The latter is a modification of Reweighted Least Squares (RLS) based on Least Median of Squares (LMS).
The empirical evidence shows that the first three estimators are not sufficiently
robust when the percentage of outliers in the data increases. That is, they do
not have a high breakdown point. On the other hand, the modified estimator
(TLRLS) has a higher breakdown point than the other three estimators. |
| first_indexed | 2024-03-06T07:01:08Z |
| format | Article |
| id | upm.eprints-3440 |
| institution | Universiti Putra Malaysia |
| language | English English |
| last_indexed | 2024-03-06T07:01:08Z |
| publishDate | 1998 |
| publisher | Universiti Putra Malaysia Press |
| record_format | dspace |
| spelling | upm.eprints-34402013-05-27T07:08:32Z http://psasir.upm.edu.my/id/eprint/3440/ Robust Estimation of a Linearized Nonlinear Regression Model with Heteroscedastic Errors:A Simulation Study Midi, Habshah A simulation study is used to examine the robustness of some estimators on a linearized nonlinear regression model with heteroscedastic errors, namely the Linearized Ordinary Least Squares (LOLS), Transformed Generalized Least Squares (TGLS) , Linearized Reweighted Least Squares (LRLS) and Transformed Linearized Reweighted Least Squares (TLRLS). The latter is a modification of Reweighted Least Squares (RLS) based on Least Median of Squares (LMS). The empirical evidence shows that the first three estimators are not sufficiently robust when the percentage of outliers in the data increases. That is, they do not have a high breakdown point. On the other hand, the modified estimator (TLRLS) has a higher breakdown point than the other three estimators. Universiti Putra Malaysia Press 1998 Article PeerReviewed application/pdf en http://psasir.upm.edu.my/id/eprint/3440/1/Robust_Estimation_of_a_Linearized_Nonlinear_Regression_Model.pdf Midi, Habshah (1998) Robust Estimation of a Linearized Nonlinear Regression Model with Heteroscedastic Errors:A Simulation Study. Pertanika Journal of Science & Technology, 6 (1). pp. 23-35. ISSN 0128-7680 English |
| spellingShingle | Midi, Habshah Robust Estimation of a Linearized Nonlinear Regression Model with Heteroscedastic Errors:A Simulation Study |
| title | Robust Estimation of a Linearized Nonlinear Regression Model
with Heteroscedastic Errors:A Simulation Study |
| title_full | Robust Estimation of a Linearized Nonlinear Regression Model
with Heteroscedastic Errors:A Simulation Study |
| title_fullStr | Robust Estimation of a Linearized Nonlinear Regression Model
with Heteroscedastic Errors:A Simulation Study |
| title_full_unstemmed | Robust Estimation of a Linearized Nonlinear Regression Model
with Heteroscedastic Errors:A Simulation Study |
| title_short | Robust Estimation of a Linearized Nonlinear Regression Model
with Heteroscedastic Errors:A Simulation Study |
| title_sort | robust estimation of a linearized nonlinear regression model with heteroscedastic errors a simulation study |
| url | http://psasir.upm.edu.my/id/eprint/3440/1/Robust_Estimation_of_a_Linearized_Nonlinear_Regression_Model.pdf |
| work_keys_str_mv | AT midihabshah robustestimationofalinearizednonlinearregressionmodelwithheteroscedasticerrorsasimulationstudy |