The application of two stage robust weighted least squares and robust bootstrapping procedure on food expenditure data.
This paper analysed a real data set that were obtained from a simple random sampling of Faculty of Sciences staffs in Universiti Putra Malaysia. It represents the relationship between total food expenditure (response variable) and monthly income (independent variable). This data set has been extensi...
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| Format: | Article |
| Language: | English English |
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Ijamas Ceser Publication
2011
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| Online Access: | http://psasir.upm.edu.my/id/eprint/24989/ http://psasir.upm.edu.my/id/eprint/24989/1/The%20application%20of%20two%20stage%20robust%20weighted%20least%20squares%20and%20robust%20bootstrapping%20procedure%20on%20food%20expenditure%20data.pdf |
| _version_ | 1848845186843541504 |
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| author | Midi , Habshah Rana, Md. Sohel Mat Said, Nur Afzan |
| author_facet | Midi , Habshah Rana, Md. Sohel Mat Said, Nur Afzan |
| author_sort | Midi , Habshah |
| building | UPM Institutional Repository |
| collection | Online Access |
| description | This paper analysed a real data set that were obtained from a simple random sampling of Faculty of Sciences staffs in Universiti Putra Malaysia. It represents the relationship between total food expenditure (response variable) and monthly income (independent variable). This data set has been extensively analysed and found to have outliers and also heteroscedastic problems. The Ordinary Least Squares (OLS) method is not appropriate to analyse this data because the homogeneity of error variances (homoscedasticity) which is one of the important assumption in linear regression is not met. The commonly used Weighted Least Squares (WLS) method to remedy the heteroscedastic problem is also not appropriate as the WLS estimators are easily affected by a few atypical observations that we often call outliers. In this paper we have used Two Stage Robust Weighted Least Squares (TSRWLS) and bootstrapping method to analyse the food expenditure data. The results of the study indicate that the TSRWLS method is more efficient than the OLS, the WLS, and the other existing methods. |
| first_indexed | 2025-11-15T08:42:49Z |
| format | Article |
| id | upm-24989 |
| institution | Universiti Putra Malaysia |
| institution_category | Local University |
| language | English English |
| last_indexed | 2025-11-15T08:42:49Z |
| publishDate | 2011 |
| publisher | Ijamas Ceser Publication |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | upm-249892015-10-20T06:21:01Z http://psasir.upm.edu.my/id/eprint/24989/ The application of two stage robust weighted least squares and robust bootstrapping procedure on food expenditure data. Midi , Habshah Rana, Md. Sohel Mat Said, Nur Afzan This paper analysed a real data set that were obtained from a simple random sampling of Faculty of Sciences staffs in Universiti Putra Malaysia. It represents the relationship between total food expenditure (response variable) and monthly income (independent variable). This data set has been extensively analysed and found to have outliers and also heteroscedastic problems. The Ordinary Least Squares (OLS) method is not appropriate to analyse this data because the homogeneity of error variances (homoscedasticity) which is one of the important assumption in linear regression is not met. The commonly used Weighted Least Squares (WLS) method to remedy the heteroscedastic problem is also not appropriate as the WLS estimators are easily affected by a few atypical observations that we often call outliers. In this paper we have used Two Stage Robust Weighted Least Squares (TSRWLS) and bootstrapping method to analyse the food expenditure data. The results of the study indicate that the TSRWLS method is more efficient than the OLS, the WLS, and the other existing methods. Ijamas Ceser Publication 2011 Article PeerReviewed application/pdf en http://psasir.upm.edu.my/id/eprint/24989/1/The%20application%20of%20two%20stage%20robust%20weighted%20least%20squares%20and%20robust%20bootstrapping%20procedure%20on%20food%20expenditure%20data.pdf Midi , Habshah and Rana, Md. Sohel and Mat Said, Nur Afzan (2011) The application of two stage robust weighted least squares and robust bootstrapping procedure on food expenditure data. International Journal of Applied Mathematics and Statistics, 20 (11). pp. 25-37. ISSN 0973-1377 http://www.ceser.in/ijamas.html English |
| spellingShingle | Midi , Habshah Rana, Md. Sohel Mat Said, Nur Afzan The application of two stage robust weighted least squares and robust bootstrapping procedure on food expenditure data. |
| title | The application of two stage robust weighted least squares and robust bootstrapping procedure on food expenditure data. |
| title_full | The application of two stage robust weighted least squares and robust bootstrapping procedure on food expenditure data. |
| title_fullStr | The application of two stage robust weighted least squares and robust bootstrapping procedure on food expenditure data. |
| title_full_unstemmed | The application of two stage robust weighted least squares and robust bootstrapping procedure on food expenditure data. |
| title_short | The application of two stage robust weighted least squares and robust bootstrapping procedure on food expenditure data. |
| title_sort | application of two stage robust weighted least squares and robust bootstrapping procedure on food expenditure data. |
| url | http://psasir.upm.edu.my/id/eprint/24989/ http://psasir.upm.edu.my/id/eprint/24989/ http://psasir.upm.edu.my/id/eprint/24989/1/The%20application%20of%20two%20stage%20robust%20weighted%20least%20squares%20and%20robust%20bootstrapping%20procedure%20on%20food%20expenditure%20data.pdf |