26 results for “Robust Regression”

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Research ArticleOpen accessIn the abstractRobust Estimations as a Remedy for Multicollinearity Caused by Multiple High Leverage PointsArezoo Bagheri, Habshah MidiProblem statement: The Least Squares (LS) method has been the most popular technique for estimating the parameters of a model due to its optimal properties and ease of computation. LS estimated regression may be seriously disturbed by multicollinearity which is a near linear dependency between two or more explanatory variables in the regression models. Even though LS estimates are unbiased … …Journal of Mathematics and Statistics, Vol. 5, Issue 4 · 31 Dec 2009 · 8,247 accessesView PDF Cite

Research ArticleOpen accessIn the abstractThe Influence of Soil Characteristics in Low Flows RegionalizationPaolo Vezza, Claudio Comoglio, Alberto Viglione, Maurizio RossoProblem statement: For the purpose of low flows regionalization, relevant issue for water resources management like environmental flows requirements definition, this study focused on the controls on the seasonal and spatial variability of q95 (i.e., the specific discharge that was exceeded on 95% of all the time) with particular reference to the role of soil characteristics, that, like soil infiltration … …American Journal of Environmental Sciences, Vol. 5, Issue 4 · 31 Aug 2009 · 6,480 accessesView PDF Cite

Research ArticleOpen accessIn the abstractTwo-Step Robust Diagnostic Method for Identification of Multiple High Leverage PointsArezoo Bagheri, Habshah Midi, A.H.M. Rahmatullah ImonProblem statement: High leverage points are extreme outliers in the X-direction. In regression analysis, the detection of these leverage points becomes important due to their arbitrary large effects on the estimations as well as multicollinearity problems. Mahalanobis Distance (MD) has been used as a diagnostic tool for identification of outliers in multivariate analysis where it finds the distance between normal … …Journal of Mathematics and Statistics, Vol. 5, Issue 2 · 30 Jun 2009 · 8,306 accessesView PDF Cite

Research ArticleOpen accessIn the abstractThe Performance of Latent Root-M based RegressionHabshah Midi, Lau Ung HuaProblem statement: In the presence of multicollinearity, the estimation of parameters in multiple linear regression models by means of Ordinary Least Squares (OLS) is known to suffer severe distortion. An alternative approach was to use the modified OLS which was based on the latent roots and latent vectors of the correlation matrix of the independent and dependent variables. This procedure … …Journal of Mathematics and Statistics, Vol. 5, Issue 1 · 31 Mar 2009 · 8,654 accessesView PDF Cite

Research ArticleOpen accessIn the abstractA Robust Modification of the Goldfeld-Quandt Test for the Detection of Heteroscedasticity in the Presence of OutliersMd. Sohel Rana, Habshah Midi, A.H.M. Rahmatullah ImonProblem statement: The problem of heteroscedasticity occurs in regression analysis for many practical reasons. It is now evident that the heteroscedastic problem affects both the estimation and test procedure of regression analysis, so it is really important to be able to detect this problem for possible remedy. The existence of a few extreme or unusual observations that we often call … …Journal of Mathematics and Statistics, Vol. 4, Issue 4 · 31 Dec 2008 · 7,936 accessesView PDF Cite

Research ArticleOpen accessIn the abstractAcquired Immune Deficiency Syndrome, Risky Sexual Behavior and AbortionMarshall H. MedoffProblem statement: incidence of abortion in the United States has steadily declined since 1990. The question is why? Approach: This study, using multiple linear regression, examines whether women’s unprotected sexual activity is deterred by the risk of contracting AIDS as reflected in decreased abortion rates. Results: The empirical evidence consistently finds that the prevalence of AIDS reduces the risky (unprotected) … …Journal of Social Sciences, Vol. 8, Issue 2 · 28 Feb 2012 · 8,538 accessesView PDF Cite