Robust Methods in Regression Analysis - Theory and Application

Theory and Application

Nonfiction, Science & Nature, Mathematics, Statistics
Cover of the book Robust Methods in Regression Analysis - Theory and Application by Robert Finger, GRIN Publishing
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: Robert Finger ISBN: 9783638634502
Publisher: GRIN Publishing Publication: May 6, 2007
Imprint: GRIN Publishing Language: English
Author: Robert Finger
ISBN: 9783638634502
Publisher: GRIN Publishing
Publication: May 6, 2007
Imprint: GRIN Publishing
Language: English

Diploma Thesis from the year 2006 in the subject Statistics, grade: 1.3, European University Viadrina Frankfurt (Oder) (Wirtschaftswissenschaftliche Fakultät), 43 entries in the bibliography, language: English, abstract: Regression Analysis is an important statistical tool for many applications. The most frequently used approach to Regression Analysis is the method of Ordinary Least Squares. But this method is vulnerable to outliers; even a single outlier can spoil the estimation completely. How can this vulnerability be described by theoretical concepts and are there alternatives? This thesis gives an overview over concepts and alternative approaches. The three fundamental approaches to Robustness (qualitative-, infinitesimal- and quantitative Robustness) are introduced in this thesis and are applied to different estimators. The estimators under study are measures of location, scale and regression. The Robustness approaches are important for the theoretical judgement of certain estimators but as well for the development of alternatives to classical estimators. This thesis focuses on the (Robustness-) performance of estimators if outliers occur within the data set. Measures of location and scale provide necessary steppingstones into the topic of Regression Analysis. In particular the median and trimming approaches are found to produce very robust results. These results are used in Regression Analysis to find alternatives to the method of Ordinary Least Squares. Its vulnerability can be overcome by applying the methods of Least Median of Squares or Least Trimmed Squares. Different outlier diagnostic tools are introduced to improve the poor efficiency of these Regression Techniques. Furthermore, this thesis delivers a simulation of some Regression Techniques on different situations in Regression Analysis. This simulation focuses in particular on changes in regression estimates if outliers occur in the data. Theoretically derived results as well as the results of the simulation lead to the recommendation of the method of Reweighted Least Squares. Applying this method frequently on problems of Regression Analysis provides outlier resistant and efficient estimates.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

Diploma Thesis from the year 2006 in the subject Statistics, grade: 1.3, European University Viadrina Frankfurt (Oder) (Wirtschaftswissenschaftliche Fakultät), 43 entries in the bibliography, language: English, abstract: Regression Analysis is an important statistical tool for many applications. The most frequently used approach to Regression Analysis is the method of Ordinary Least Squares. But this method is vulnerable to outliers; even a single outlier can spoil the estimation completely. How can this vulnerability be described by theoretical concepts and are there alternatives? This thesis gives an overview over concepts and alternative approaches. The three fundamental approaches to Robustness (qualitative-, infinitesimal- and quantitative Robustness) are introduced in this thesis and are applied to different estimators. The estimators under study are measures of location, scale and regression. The Robustness approaches are important for the theoretical judgement of certain estimators but as well for the development of alternatives to classical estimators. This thesis focuses on the (Robustness-) performance of estimators if outliers occur within the data set. Measures of location and scale provide necessary steppingstones into the topic of Regression Analysis. In particular the median and trimming approaches are found to produce very robust results. These results are used in Regression Analysis to find alternatives to the method of Ordinary Least Squares. Its vulnerability can be overcome by applying the methods of Least Median of Squares or Least Trimmed Squares. Different outlier diagnostic tools are introduced to improve the poor efficiency of these Regression Techniques. Furthermore, this thesis delivers a simulation of some Regression Techniques on different situations in Regression Analysis. This simulation focuses in particular on changes in regression estimates if outliers occur in the data. Theoretically derived results as well as the results of the simulation lead to the recommendation of the method of Reweighted Least Squares. Applying this method frequently on problems of Regression Analysis provides outlier resistant and efficient estimates.

More books from GRIN Publishing

Cover of the book The Mother Theme in Jamaica Kincaid's Fiction by Robert Finger
Cover of the book A Comprehensive Overview of Criteria Defining a Third-World-Country and an Exemplification of the Development of AIDS in the Sub-Saharan African State of Zambia by Robert Finger
Cover of the book Robert Greene's Pandosto. The Triumph of Time. by Robert Finger
Cover of the book Racial attitudes in Melville's 'Benito Cereno' and Twain's 'Huckleberry Finn' by Robert Finger
Cover of the book The economic impact of NAFTA on Mexico by Robert Finger
Cover of the book Groceries market Australia by Robert Finger
Cover of the book The New Legal Framework for Car Distribution by Robert Finger
Cover of the book The Role of Racism in the 20th Century United States by Robert Finger
Cover of the book New security challenges in the European north by Robert Finger
Cover of the book Faulkner's Wilderness in 'The Bear' by Robert Finger
Cover of the book Heart of Darkness by Robert Finger
Cover of the book Paradox and the human psyche in William Faulkner's 'As I Lay Dying' by Robert Finger
Cover of the book IBM - deploying development activity in non-US-countries? by Robert Finger
Cover of the book La Corrida de Toros: Patrimonio Cultural de la Humanidad - ¿sí o no? by Robert Finger
Cover of the book Die Aufgaben des öffentlich-rechtlichen Rundfunks in Österreich by Robert Finger
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy