Estimation Study "By using Simulation Study Robust Regression"
journal of kirkuk University For Administrative and Economic Sciences
2020, Volume 10, Issue 1, Pages 295-312
2020, Volume 10, Issue 1, Pages 295-312
Abstract
Robust Regression Estimators Study "By using Simulation Study"The idea of the research is to find robust estimator for linear regression model in the case of presence of outliers value that make traditional methods like OLS sensitive towards outliers and non resistance, an estimation methods are used traditional method OLS and robust method M,MM,S,R,LTS,LMS ,GM we find that OLS,M,MM methods has breakdown point zero were other robust methods has 0.5 breakdown point which is R,S,LTS,LMS,GM and there variance not high and minimum MSE were the best to use them in the stat of outliers for all size of samples.
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