Estimators of the multiple correlation coefficient: Local robustness and confidence intervals
Many robust regression estimators are defined by minimizing a measure of spread of the residuals. An accompanying R 2-measure, or multiple correlation coefficient, is then easily obtained. In this paper, local robustness properties of these robust R 2-coefficients are investigated. It is also shown...
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| Veröffentlicht in: | Statistical papers (Berlin, Germany) Germany), 2003-07, Vol.44 (3), p.315-334 |
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| container_title | Statistical papers (Berlin, Germany) |
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| creator | Croux, Cristophe Dehon, Catherine |
| description | Many robust regression estimators are defined by minimizing a measure of spread of the residuals. An accompanying R 2-measure, or multiple correlation coefficient, is then easily obtained. In this paper, local robustness properties of these robust R 2-coefficients are investigated. It is also shown how confidence intervals for the population multiple correlation coefficient can be constructed in the case of multivariate normality. |
| doi_str_mv | 10.1007/s00362-003-0158-7 |
| format | Article |
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| fulltext | fulltext |
| identifier | ISSN: 0932-5026 |
| ispartof | Statistical papers (Berlin, Germany), 2003-07, Vol.44 (3), p.315-334 |
| issn | 0932-5026 1613-9798 |
| language | eng |
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| source | EBSCOhost Business Source Complete; SpringerLink Journals - AutoHoldings |
| subjects | Confidence intervals Construction Correlation coefficients Estimators Normality Regression Regression analysis Robustness Robustness (mathematics) Spreads Statistical analysis Variables |
| title | Estimators of the multiple correlation coefficient: Local robustness and confidence intervals |
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