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Robust Three-Step Regression Based on Comedian and Its Performance in Cell-Wise and Case-Wise Outliers
Mathematics ( IF 2.3 ) Pub Date : 2020-08-01 , DOI: 10.3390/math8081259
Henry Velasco , Henry Laniado , Mauricio Toro , Víctor Leiva , Yuhlong Lio

Both cell-wise and case-wise outliers may appear in a real data set at the same time. Few methods have been developed in order to deal with both types of outliers when formulating a regression model. In this work, a robust estimator is proposed based on a three-step method named 3S-regression, which uses the comedian as a highly robust scatter estimate. An intensive simulation study is conducted in order to evaluate the performance of the proposed comedian 3S-regression estimator in the presence of cell-wise and case-wise outliers. In addition, a comparison of this estimator with recently developed robust methods is carried out. The proposed method is also extended to the model with continuous and dummy covariates. Finally, a real data set is analyzed for illustration in order to show potential applications.

中文翻译:

基于喜剧演员的稳健三步回归及其在Cell-Wise和Case-Wise异常值中的表现

按单元的和按个案的离群值都可能同时出现在真实数据集中。在制定回归模型时,很少有方法可以处理两种类型的异常值。在这项工作中,基于名为3S回归的三步法,提出了一种鲁棒估计器,该方法将喜剧演员用作高度鲁棒的散布估计。为了评估拟议的喜剧演员3S回归估计器在按单元和按个案的离群值存在下的性能,进行了深入的模拟研究。另外,将该估计器与最近开发的鲁棒方法进行了比较。所提出的方法还扩展到具有连续和伪协变量的模型。最后,分析实际数据集以进行说明,以显示潜在的应用程序。
更新日期:2020-08-01
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