The Redescending M estimator For detection and deletion of Outliers in Regression analysis

Outliers in a statistical analysis strongly affect the performance of the ordinary least squares, such outliers need to be detected and extreme outliers  deleted. Thisp is aimed at proposing a Redescending M-estimator which is more efficient and robust compared to other existing methods. The results...

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Veröffentlicht in:Pakistan journal of statistics and operation research 2021-12, Vol.17 (4), p.997-1014
Hauptverfasser: Anekwe, Stella, Onyeagu, Sidney
Format: Artikel
Sprache:eng
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Zusammenfassung:Outliers in a statistical analysis strongly affect the performance of the ordinary least squares, such outliers need to be detected and extreme outliers  deleted. Thisp is aimed at proposing a Redescending M-estimator which is more efficient and robust compared to other existing methods. The results show that the proposed method is effective in detection and deletion of extreme outliers compared to the other existing ones.
ISSN:1816-2711
2220-5810
DOI:10.18187/pjsor.v17i4.3546