The performance of robust two-stage estimator in nonlinear regression with autocorrelated error.
Some statistics practitioners often ignore the underlying assumptions when analyzing a real data and employ the Nonlinear Least Squares (NLLS) method to estimate the parameters of a nonlinear model. In order to make reliable inferences about the parameters of a model, require that the underlying as...
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| Format: | Article |
| Language: | English English |
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Taylor & Francis
2010
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| Online Access: | http://psasir.upm.edu.my/id/eprint/17265/ http://psasir.upm.edu.my/id/eprint/17265/1/The%20performance%20of%20robust%20two.pdf |
| _version_ | 1848843193901121536 |
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| author | Riazoshams, Hossein Midi, Habshah Sh. Sharipov, Olimjon |
| author_facet | Riazoshams, Hossein Midi, Habshah Sh. Sharipov, Olimjon |
| author_sort | Riazoshams, Hossein |
| building | UPM Institutional Repository |
| collection | Online Access |
| description | Some statistics practitioners often ignore the underlying assumptions when analyzing a real data and employ the Nonlinear Least Squares (NLLS) method to estimate
the parameters of a nonlinear model. In order to make reliable inferences about the parameters of a model, require that the underlying assumptions, especially the
assumption that the errors are independent, are satisfied. However, in a real situation, we may encounter dependent error terms which prone to produce autocorrelated errors. A two-stage estimator (CTS) has been developed to remedy
this problem. Nevertheless, it is now evident that the presence of outliers have an unduly effect on the least squares estimates. We expect that the CTS is also
easily affected by outliers since it is based on the least squares estimator, which is not robust. In this article, we propose a Robust Two-Stage (RTS) procedure for the estimation of the nonlinear regression parameters in the situation where autocorrelated errors come together with the existence of outliers. The numerical example and simulation study signify that the RTS is more efficient than the NLLS and the CTS methods. |
| first_indexed | 2025-11-15T08:11:09Z |
| format | Article |
| id | upm-17265 |
| institution | Universiti Putra Malaysia |
| institution_category | Local University |
| language | English English |
| last_indexed | 2025-11-15T08:11:09Z |
| publishDate | 2010 |
| publisher | Taylor & Francis |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | upm-172652015-11-02T07:42:17Z http://psasir.upm.edu.my/id/eprint/17265/ The performance of robust two-stage estimator in nonlinear regression with autocorrelated error. Riazoshams, Hossein Midi, Habshah Sh. Sharipov, Olimjon Some statistics practitioners often ignore the underlying assumptions when analyzing a real data and employ the Nonlinear Least Squares (NLLS) method to estimate the parameters of a nonlinear model. In order to make reliable inferences about the parameters of a model, require that the underlying assumptions, especially the assumption that the errors are independent, are satisfied. However, in a real situation, we may encounter dependent error terms which prone to produce autocorrelated errors. A two-stage estimator (CTS) has been developed to remedy this problem. Nevertheless, it is now evident that the presence of outliers have an unduly effect on the least squares estimates. We expect that the CTS is also easily affected by outliers since it is based on the least squares estimator, which is not robust. In this article, we propose a Robust Two-Stage (RTS) procedure for the estimation of the nonlinear regression parameters in the situation where autocorrelated errors come together with the existence of outliers. The numerical example and simulation study signify that the RTS is more efficient than the NLLS and the CTS methods. Taylor & Francis 2010 Article PeerReviewed application/pdf en http://psasir.upm.edu.my/id/eprint/17265/1/The%20performance%20of%20robust%20two.pdf Riazoshams, Hossein and Midi, Habshah and Sh. Sharipov, Olimjon (2010) The performance of robust two-stage estimator in nonlinear regression with autocorrelated error. Communications in Statistics: Simulation and Computation, 39 (6). pp. 1251-1268. ISSN 0361-0918 print/1532-4141 online http://www.tandfonline.com/doi/pdf/10.1080/03610918.2010.490316 Parameter estimation. Mathematical statistics. 10.1080/03610918.2010.490316 English |
| spellingShingle | Parameter estimation. Mathematical statistics. Riazoshams, Hossein Midi, Habshah Sh. Sharipov, Olimjon The performance of robust two-stage estimator in nonlinear regression with autocorrelated error. |
| title | The performance of robust two-stage estimator in nonlinear regression with autocorrelated error. |
| title_full | The performance of robust two-stage estimator in nonlinear regression with autocorrelated error. |
| title_fullStr | The performance of robust two-stage estimator in nonlinear regression with autocorrelated error. |
| title_full_unstemmed | The performance of robust two-stage estimator in nonlinear regression with autocorrelated error. |
| title_short | The performance of robust two-stage estimator in nonlinear regression with autocorrelated error. |
| title_sort | performance of robust two-stage estimator in nonlinear regression with autocorrelated error. |
| topic | Parameter estimation. Mathematical statistics. |
| url | http://psasir.upm.edu.my/id/eprint/17265/ http://psasir.upm.edu.my/id/eprint/17265/ http://psasir.upm.edu.my/id/eprint/17265/ http://psasir.upm.edu.my/id/eprint/17265/1/The%20performance%20of%20robust%20two.pdf |