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Identifying multiple influential observations in linear regression
Imon, A. H. M. Rahmatullah - In: Journal of Applied Statistics 32 (2005) 9, pp. 929-946
The identification of influential observations has drawn a great deal of attention in regression diagnostics. Most of these identification techniques are based on single case deletion and among them DFFITS has become very popular with the statisticians. But this technique along with all other...
Persistent link: https://www.econbiz.de/10005278903
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A robust diagnostic plot for explanatory variables under model mis-specification
Chien, Li-Chu - In: Journal of Applied Statistics 38 (2011) 1, pp. 113-126
A typical added variable plot is a commonly used plot in assessing the accuracy of a normal linear model. This plot is often used to evaluate the effect of adding an explanatory variable into the model and to detect possibly high leverage points or influential observations on the added variable....
Persistent link: https://www.econbiz.de/10008773840
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Measuring middle-class decline in one and many attributes
Gigliarano, Chiara; Mosler, Karl - Dipartimento di Scienze Economiche e Sociali, Facoltà … - 2009
A new multivariate approach is introduced to identify the middle class of a society and to measure its possible decline. The middle class is a properly defined central region in attribute space that contains a fixed portion of the population. The decline of the middle class is measured by...
Persistent link: https://www.econbiz.de/10008500912
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Robust trend parameters in a multivariate spatial linear model
Militino, Ana; Palacios, M.; Ugarte, M. - In: TEST: An Official Journal of the Spanish Society of … 12 (2003) 2, pp. 445-457
Persistent link: https://www.econbiz.de/10005184345
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Measuring middle-class decline in one and many attributes
Gigliarano, Chiara; Mosler, Karl C. - 2009
Persistent link: https://www.econbiz.de/10011645743
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Estimation and asymptotics for buffered probability of exceedance
Mafusalov, Alexander; Shapiro, Alexander; Uryasev, Stan - In: European journal of operational research : EJOR 270 (2018) 3, pp. 826-836
Persistent link: https://www.econbiz.de/10011882603
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Econometric applications of high-breakdown robust regression techniques
Zaman, Asad; Rousseeuw, Peter J.; Orhan, Mehmet - Volkswirtschaftliche Fakultät, … - 2000
A literature search shows that robust regression techniques are rarely used in applied econometrics. We present a technique based on Rousseeuw and Van Zomeren [Journal of the American Statistical Association, 85 (1990) 633–639] that removes many of the difficulties in applying such techniques...
Persistent link: https://www.econbiz.de/10011258670
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Identification of multiple influential observations in logistic regression
Nurunnabi, A. A. M.; Imon, A.H.M. Rahmatullah; Nasser, M. - In: Journal of Applied Statistics 37 (2010) 10, pp. 1605-1624
-case deletion. But there is evidence that these techniques suffer from masking and swamping problems and consequently fail to detect …
Persistent link: https://www.econbiz.de/10008674939
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Benchmark testing of algorithms for very robust regression: FS, LMS and LTS
Torti, Francesca; Perrotta, Domenico; Atkinson, Anthony C. - In: Computational Statistics & Data Analysis 56 (2012) 8, pp. 2501-2512
The methods of very robust regression resist up to 50% of outliers. The algorithms for very robust regression rely on selecting numerous subsamples of the data. New algorithms for LMS and LTS estimators that have increased computational efficiency due to improved combinatorial sampling are...
Persistent link: https://www.econbiz.de/10010871350
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Trade Liberalization, Absorptive Capacity and the Protection of Intellectual Property Rights
Ghosh, Arghya; Ishikawa, Jota - School of Economics, UNSW Business School - 2013
absorptive capacity and North firm’s location choice and masking effort, all of which are endogenously determined in our model … are zero or prohibitive, strengthening IPR protection can improve South’s welfare by deterring the North firm from masking … its technology. The relationships between location choice/masking decision and South’s investment in absorptive capacity …
Persistent link: https://www.econbiz.de/10010662765