M-Estimators in Business Statistics

Grażyna Dehnel

Abstract

Recent years have seen a dynamic development in statistical methods for analysing data contaminated with outliers. One of the more important techniques that can deal with outlying observations is robust regression, which represents four decades of research. Until recently the implementation of robust regression methods, such as M-estimation or MM-estimation, was limited owing to their iterative nature. With advances in computing power and the growing availability of statistical packages, such as R and SAS, Stata, the applicability of robust regression methods has increased considerably.The aim of the study is to evaluate one of these methods, namely M-estimation, using data from a survey of small and medium-sized businesses. The comparison involves nine M-estimators, each based on a different weighting function. The results and conclusions are formulated on the basis of empirical data from the DG-1 business survey.
Author Grażyna Dehnel (WIiGE / KS)
Grażyna Dehnel,,
- Department of Statistics
Journal seriesStatistics in Transition, ISSN 1234-7655, e-ISSN 2450-0291, (B 15 pkt)
Issue year2016
Vol17
No4
Pages749-762
Publication size in sheets0.65
Keywords in Englishrobust regression, M-estimation, business statistics, outliers
ASJC Classification1804 Statistics, Probability and Uncertainty; 2613 Statistics and Probability
URL http://stat.gov.pl/en/sit-en/issues-and-articles-sit/previous-issues/volume-17-number-4-december-2016/
Languageen angielski
Score (nominal)15
Score sourcejournalList
ScoreMinisterial score = 15.0, 20-12-2019, ArticleFromJournal
Ministerial score (2013-2016) = 15.0, 20-12-2019, ArticleFromJournal
Publication indicators Scopus SNIP (Source Normalised Impact per Paper): 2016 = 0.26
Citation count*2 (2020-09-24)
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