文章基本信息

标题：Estimating The Slope Of Simple Linear Regression In The Presence Of Outliers
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作者：Ebrahem, Mohammed Al-Haj ; Al-Nasser, Amjad D.
期刊名称：Journal of Modern Applied Statistical Methods
出版年度：2005
卷号：4
期号：2
页码：15
出版社：Wayne State University
摘要：In this article, an estimation procedure to simple linear regression in the presence of outliers is proposed. The performance of the proposed estimator, the AM estimator, is compared with other traditional estimators: least squares, Theil type repeated median, and geometric mean. A numerical example is given to illustrate the proposed estimator. Simulation results indicate that the proposed estimator is accurate and has a high precision in the presence of outliers.
关键词：Least squares; geometric mean; Theil-type estimators; simple linear regression; outliers