The performance of a robust multistage estimator in nonlinear regression with heteroscedastic errors
In this article, a robust multistage parameter estimator is proposed for nonlinear regression with heteroscedastic variance, where the residual variances are considered as a general parametric function of predictors. The motivation is based on considering the chi-square distribution for the calculat...
| Main Authors: | , |
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| Format: | Article |
| Published: |
Taylor & Francis
2014
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| Online Access: | http://psasir.upm.edu.my/id/eprint/35765/ |
| _version_ | 1848848145647140864 |
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| author | Riazoshams, Hossein Midi, Habshah |
| author_facet | Riazoshams, Hossein Midi, Habshah |
| author_sort | Riazoshams, Hossein |
| building | UPM Institutional Repository |
| collection | Online Access |
| description | In this article, a robust multistage parameter estimator is proposed for nonlinear regression with heteroscedastic variance, where the residual variances are considered as a general parametric function of predictors. The motivation is based on considering the chi-square distribution for the calculated sample variance of the data. It is shown that outliers that are influential in nonlinear regression parameter estimates are not necessarily influential in calculating the sample variance. This matter persuades us, not only to robustify the estimate of the parameters of the models for both the regression function and the variance, but also to replace the sample variance of the data by a robust scale estimate. |
| first_indexed | 2025-11-15T09:29:51Z |
| format | Article |
| id | upm-35765 |
| institution | Universiti Putra Malaysia |
| institution_category | Local University |
| last_indexed | 2025-11-15T09:29:51Z |
| publishDate | 2014 |
| publisher | Taylor & Francis |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | upm-357652016-02-10T03:18:54Z http://psasir.upm.edu.my/id/eprint/35765/ The performance of a robust multistage estimator in nonlinear regression with heteroscedastic errors Riazoshams, Hossein Midi, Habshah In this article, a robust multistage parameter estimator is proposed for nonlinear regression with heteroscedastic variance, where the residual variances are considered as a general parametric function of predictors. The motivation is based on considering the chi-square distribution for the calculated sample variance of the data. It is shown that outliers that are influential in nonlinear regression parameter estimates are not necessarily influential in calculating the sample variance. This matter persuades us, not only to robustify the estimate of the parameters of the models for both the regression function and the variance, but also to replace the sample variance of the data by a robust scale estimate. Taylor & Francis 2014 Article PeerReviewed Riazoshams, Hossein and Midi, Habshah (2014) The performance of a robust multistage estimator in nonlinear regression with heteroscedastic errors. Communications in Statistics - Simulation and Computation. pp. 1-28. ISSN 0361-0918; ESSN: 1532-4141 http://www.tandfonline.com/doi/abs/10.1080/03610918.2014.944657 10.1080/03610918.2014.944657 |
| spellingShingle | Riazoshams, Hossein Midi, Habshah The performance of a robust multistage estimator in nonlinear regression with heteroscedastic errors |
| title | The performance of a robust multistage estimator in nonlinear regression with heteroscedastic errors |
| title_full | The performance of a robust multistage estimator in nonlinear regression with heteroscedastic errors |
| title_fullStr | The performance of a robust multistage estimator in nonlinear regression with heteroscedastic errors |
| title_full_unstemmed | The performance of a robust multistage estimator in nonlinear regression with heteroscedastic errors |
| title_short | The performance of a robust multistage estimator in nonlinear regression with heteroscedastic errors |
| title_sort | performance of a robust multistage estimator in nonlinear regression with heteroscedastic errors |
| url | http://psasir.upm.edu.my/id/eprint/35765/ http://psasir.upm.edu.my/id/eprint/35765/ http://psasir.upm.edu.my/id/eprint/35765/ |