Feasible Generalized Rdge Robust Estimator in Semiparametric Regression Models

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ROOZBEH MAHDI; AMINI MORTEZA

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Journal: JOURNAL OF STATISTICAL SCIENCES Year:2020 | Volume:13 | Issue:2 Page(s): 0-0

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Title

Feasible Generalized Rdge Robust Estimator in Semiparametric Regression Models

Author(s)

ROOZBEH MAHDI | AMINI MORTEZA | Issue Writer Certificate

Keywords

Breakdown pointQ1

Generalized cross validationQ1

Least trimmed squares estimatorQ1

OutliersQ1

Semiparametric regression modelQ1

Abstract

In many fields such as econometrics, psychology, social sciences, medical sciences, engineering, etc., we face with multicollinearity among the explanatory variables and the existence of Outliers in data. In such situations, the ordinary least-squares estimator leads to an inaccurate estimate. The robust methods are used to handle the Outliers. Also, to overcome multicollinearity ridge estimators are suggested. On the other hand, when the error terms are heteroscedastic or correlated, the generalized least squares method is used. In this paper, a fast algorithm for computation of the feasible generalized least trimmed squares ridge estimator in a Semiparametric regression model is proposed and then, the performance of the proposed estimators is examined through a Monte Carlo simulation study and a real data set.

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APA: Copy

ROOZBEH, MAHDI, & AMINI, MORTEZA. (2020). Feasible Generalized Rdge Robust Estimator in Semiparametric Regression Models. JOURNAL OF STATISTICAL SCIENCES, 13(2 ), 0-0. SID. https://sid.ir/paper/365523/en

Vancouver: Copy

ROOZBEH MAHDI, AMINI MORTEZA. Feasible Generalized Rdge Robust Estimator in Semiparametric Regression Models. JOURNAL OF STATISTICAL SCIENCES[Internet]. 2020;13(2 ):0-0. Available from: https://sid.ir/paper/365523/en

IEEE: Copy

MAHDI ROOZBEH, and MORTEZA AMINI, “Feasible Generalized Rdge Robust Estimator in Semiparametric Regression Models,” JOURNAL OF STATISTICAL SCIENCES, vol. 13, no. 2 , pp. 0–0, 2020, [Online]. Available: https://sid.ir/paper/365523/en

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