Augmented robust estimators

Ronald G. Arkin; Douglas C. Montgomery

doi:10.1080/00401706.1980.10486164

Augmented robust estimators

Ronald G. Arkin, Douglas C. Montgomery

Research output: Contribution to journal › Article › peer-review

38 Scopus citations

Abstract

A method is presented based on augmented data sets for combining biased and robust regression techniques. The estimates are constrained robust estimates, using an appropriately chosen ridge, shrinkage or principal components constraint. Examples are provided to illustrate the ability of the procedure to shrink the estimated coefficients and to automatically detect and discount the effects of observations with large random error components.

Original language	English (US)
Pages (from-to)	333-341
Number of pages	9
Journal	Technometrics
Volume	22
Issue number	3
DOIs	https://doi.org/10.1080/00401706.1980.10486164
State	Published - Aug 1980
Externally published	Yes

Keywords

Biased estimators
Robust regression

ASJC Scopus subject areas

Statistics and Probability
Modeling and Simulation
Applied Mathematics

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10.1080/00401706.1980.10486164

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keywords = "Biased estimators, Robust regression",

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note = "Funding Information: This research was supported in part by the Office of Naval Research under contract NOOO14-78-C-0312, NRO47-175.",

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KW - Robust regression

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Augmented robust estimators

Abstract

Keywords

ASJC Scopus subject areas

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