Estimating regression coefficients using weighted bootstrap with probability.
In this paper we propose a new weighted bootstrap with probability (WBP). The basic idea of the proposed bootstrap technique is to do re-sampling with probabilities. These probabilities become the control mechanism for getting good estimates when the original data set contain multiple outliers. Nume...
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| Format: | Article |
| Language: | English English |
| Published: |
World Scientific and Engineering Academy and Society (WSEAS) Press
2009
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| Online Access: | http://psasir.upm.edu.my/id/eprint/14564/ http://psasir.upm.edu.my/id/eprint/14564/1/Estimating%20regression%20coefficients%20using%20weighted%20bootstrap%20with%20probability.pdf |
| _version_ | 1848842428833857536 |
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| author | Mohamed Ramli, Norazan Midi, Habshah Imon, A. H. M. R. |
| author_facet | Mohamed Ramli, Norazan Midi, Habshah Imon, A. H. M. R. |
| author_sort | Mohamed Ramli, Norazan |
| building | UPM Institutional Repository |
| collection | Online Access |
| description | In this paper we propose a new weighted bootstrap with probability (WBP). The basic idea of the proposed bootstrap technique is to do re-sampling with probabilities. These probabilities become the control mechanism for getting good estimates when the original data set contain multiple outliers. Numerical examples and simulation study are carried out to evaluate the performance of the WBP estimates as compared to the bootstrap 1 and diagnostic-before bootstrap estimates. The results of the study signify that the WBP method is more efficient than the other two methods. |
| first_indexed | 2025-11-15T07:58:59Z |
| format | Article |
| id | upm-14564 |
| institution | Universiti Putra Malaysia |
| institution_category | Local University |
| language | English English |
| last_indexed | 2025-11-15T07:58:59Z |
| publishDate | 2009 |
| publisher | World Scientific and Engineering Academy and Society (WSEAS) Press |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | upm-145642015-10-22T07:10:30Z http://psasir.upm.edu.my/id/eprint/14564/ Estimating regression coefficients using weighted bootstrap with probability. Mohamed Ramli, Norazan Midi, Habshah Imon, A. H. M. R. In this paper we propose a new weighted bootstrap with probability (WBP). The basic idea of the proposed bootstrap technique is to do re-sampling with probabilities. These probabilities become the control mechanism for getting good estimates when the original data set contain multiple outliers. Numerical examples and simulation study are carried out to evaluate the performance of the WBP estimates as compared to the bootstrap 1 and diagnostic-before bootstrap estimates. The results of the study signify that the WBP method is more efficient than the other two methods. World Scientific and Engineering Academy and Society (WSEAS) Press 2009 Article PeerReviewed application/pdf en http://psasir.upm.edu.my/id/eprint/14564/1/Estimating%20regression%20coefficients%20using%20weighted%20bootstrap%20with%20probability.pdf Mohamed Ramli, Norazan and Midi, Habshah and Imon, A. H. M. R. (2009) Estimating regression coefficients using weighted bootstrap with probability. WSEAS Transactions on Mathematics, 8 (7). pp. 362-371. ISSN 1109-2769; ESSN: 2224-2880 http://www.worldses.org/journals/mathematics/contents.htm English |
| spellingShingle | Mohamed Ramli, Norazan Midi, Habshah Imon, A. H. M. R. Estimating regression coefficients using weighted bootstrap with probability. |
| title | Estimating regression coefficients using weighted bootstrap with probability. |
| title_full | Estimating regression coefficients using weighted bootstrap with probability. |
| title_fullStr | Estimating regression coefficients using weighted bootstrap with probability. |
| title_full_unstemmed | Estimating regression coefficients using weighted bootstrap with probability. |
| title_short | Estimating regression coefficients using weighted bootstrap with probability. |
| title_sort | estimating regression coefficients using weighted bootstrap with probability. |
| url | http://psasir.upm.edu.my/id/eprint/14564/ http://psasir.upm.edu.my/id/eprint/14564/ http://psasir.upm.edu.my/id/eprint/14564/1/Estimating%20regression%20coefficients%20using%20weighted%20bootstrap%20with%20probability.pdf |