文章基本信息

标题：JMASM 46: Algorithm for Comparison of Robust Regression Methods In Multiple Linear Regression By Weighting Least Square Regression (SAS)
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作者：Shafiq, Mohamad ; Amir, Wan Muhamad ; Zafakali, Nur Syabiha 等
期刊名称：Journal of Modern Applied Statistical Methods
出版年度：2017
卷号：16
期号：2
页码：27
出版社：Wayne State University
摘要：The aim of this study is to compare different robust regression methods in three main models of multiple linear regression and weighting multiple linear regression. An algorithm for weighting multiple linear regression by standard deviation and variance for combining different robust method is given in SAS along with an application.
关键词：Multiple linear regression; robust regression; M; LTS; S; MM estimation