Robust Diagnostics and Estimation in Heteroscedastic Regression Model in the Presence of Outliers

QR Code

Robust Diagnostics and Estimation in Heteroscedastic Regression Model in the Presence of Outliers

The violation of the assumption of homoscedasticity in OLS method, usually called heteroscedasticity, gravely misleads the inferential statistics. The current study has considered the situation when outliers occur in heteroscedastic data. Hence, the main focus of this research is to take remedial m...

Full description

Bibliographic Details
Main Author:	Rana, Md. Sohel
Format:	Thesis
Language:	English English
Published:	2010
Subjects:	Robust statistics Homoscedasticity Regression analysis - Mathematical models
Online Access:	http://psasir.upm.edu.my/id/eprint/19684/ http://psasir.upm.edu.my/id/eprint/19684/1/IPM_2010_5_F.pdf

Similar Items

The performance of robust weighted least squares in the presence of outliers and heteroscedastic errors
by: Midi, Habshah, et al.
Published: (2009)

Robust diagnostic and parameter estimation for multiple linear and panel data regression models
by: Sani, Muhammad
Published: (2018)

Outlier Detections and Robust Estimation Methods for Nonlinear Regression Model Having Autocorrelated and Heteroscedastic Errors
by: Riazoshams, Hossein
Published: (2010)

Robust statistical procedures for multiple linear regression model in the presence of multicollinearity and outliers
by: Hendi, Hasan Talib Hendi.
Published: (2023)

Robust Diagnostics In Logistic Regression Model
by: Ariffin @ Mat Zin, Syaiba Balqish
Published: (2010)

Robust estimation and detection of outliers in simultaneous regression model
by: Mahdi, Orooba Mohsin
Published: (2016)

Robust Estimation Methods and Robust Multicollinearity Diagnostics for Multiple Regression Model in the Presence of High Leverage Collinearity-Influential Observations
by: Bagheri, Arezoo
Published: (2011)

On a robust estimator in heteroscedastic regression model in the presence of outliers
by: Midi, Habshah, et al.
Published: (2013)

Robust Random Regression Imputation method for missing data in the presence of outliers
by: John, Ahamefule Happy
Published: (2013)

Two-step robust estimator in heteroscedastic regression model in the presence of outliers
by: Midi, Habshah, et al.
Published: (2014)

Robust diagnostics and parameter estimation in linear regression for high dimensional data
by: Abdul Wahab, Siti Zahariah
Published: (2023)

Robust diagnostics and estimation for dual response surface function with eteroscedastic errors using new optimization technique in the presence of outliers
by: Ab. Aziz, Nasuhar
Published: (2022)

Robust outlier detection and estimation in response surface methodology
by: Mustafa, Mohd Shafie
Published: (2015)

Robust diagnostic and robust estimation methods for fixed effect panel data model in presence of high leverage points and multicollinearity
by: Ismaeel, Shelan Saied
Published: (2017)

Robust estimation technique and robust autocorrelation diagnostic for multiple Linear Regression Model with autocorrelated errors
by: Lim, Hock Ann
Published: (2014)

Robust Estimation Methods And Outlier Detection In Mediation Models
by: Fitrianto, Anwar
Published: (2010)

Robust variable selection methods for large- scale data in the presence of multicollinearity, autocorrelated errors and outliers
by: Uraibi, Hassan S.
Published: (2016)

Robust techniques for linear regression with multicollinearity and outliers
by: Mohammed, Mohammed Abdulhussein
Published: (2016)

Robust detection measures and robust parameter estimation methods in circular univariate and simple circular regression model
by: Mahmood, Ehab Abdulsalam
Published: (2017)

Robust Regression with Continuous and Categorical Variables Having Heteroscedastic Non-Normal Errors
by: Majeed Al-Talib, Bashar Abdul Aziz
Published: (2006)

Identification of suitable explanatory variable in goldfeld-quandt test and robust inference under heteroscedasticity and high leverage points
by: Muhammadu, Adamu Adamu
Published: (2016)

Robust estimation methods for fixed effect panel data model having block-concentrated outliers
by: Abu Bakar @ Harun, Nor Mazlina
Published: (2019)

Robust Kernel Density Function Estimation
by: Dadkhah, Kourosh
Published: (2010)

Weighted Maximum Median Likelihood Estimation For Parameters In Multiple Linear Regression Model
by: Mohamed Ramli, Norazan
Published: (2008)

The Application of Robust Multicollinearity Diagnostic Method Based on Robust Coefficient Determination to a Non-Collinear Data.
by: Midi, Habshah, et al.
Published: (2010)

A robust modification of the Goldfeld-Quandt Test for the detection of heteroscedasticity in the presence of outliers
by: Rana, Md. Sohel, et al.
Published: (2008)

Robust diagnostics and parameter estimation methods in linear and nonlinear regression based on nu support vector regression for high dimensional data
by: Rashid, Al-Dulaimi Abdullah Mohammed
Published: (2022)

Estimation of regression parameters in the presence of heteroscedasticity with unknown form (HWUF)
by: Rana, Md. Sohel, et al.
Published: (2009)

Robust spatial diagnostic method and parameter estimation for spatial big data regression model
by: Ali, Mohammed Baba
Published: (2022)

Support vector machine and its applications for linear and nonlinear regression in the presence of outliers of high dimensional data
by: Sleabi, Waleed Dhhan
Published: (2016)

Dual response surface and robust design optimization based on penalty function method
by: Baba, Ishaq Abdullahi
Published: (2015)

The performance of latent root-M based regression.
by: Midi, Habshah, et al.
Published: (2009)

Differences between pearson’s product moment correlation coefficient and an absolute value correlation coefficient in the presence of outliers / Norafefah Mohamad Sobri ...[et al]
by: Mohamad Sobri, Norafefah, et al.
Published: (2016)

Robust estimation of regression parameters with heteroscedastic errors in the presence of outliers (presented at the 8th WSEAS international conference on applied computer and computational science, Hangzhou China, 20-22 May 2009)
by: Midi, Habshah, et al.
Published: (2009)

Simulation on group deleted potentials for diagnostics of survival regression
by: Ibrahim, Noor Akma, et al.
Published: (2010)

The performance of mutual information for mixture of bivariate normal disatributions based on robust kernel estimation.
by: Dadkhah, Kourosh, et al.
Published: (2010)

Longitudinal data analysis using nonparametric regression model
by: Ibrahim, Noor Akma, et al.
Published: (2009)

Modelling of surface air temperature elements: integration of multiple regression model and spatial interpolation technique / Fariza Yunus
by: Yunus, Fariza
Published: (2014)

Robust Outlier Detection and Saliency Features Estimation in Point Cloud Data
by: Nurunnabi, Abdul, et al.
Published: (2013)

Visual simulation approach in robust regression for models having both continuous and categorical variables in the presence of outliers and heteroscedasticity problems
by: A. Talib, Bashar, et al.
Published: (2009)