𝔖 Bobbio Scriptorium
✦   LIBER   ✦

A one-step robust estimator for regression based on the weighted likelihood reweighting scheme

✍ Scribed by Claudio Agostinelli; Marianthi Markatou

Publisher
Elsevier Science
Year
1998
Tongue
English
Weight
637 KB
Volume
37
Category
Article
ISSN
0167-7152

No coin nor oath required. For personal study only.

✦ Synopsis

We propose a one-step estimator for the vector of regression and error-scale parameters in a linear regression model. The estimator is asymptotically normal and fully efficient. Given appropriate initial values it achieves very low bias and high breakdown point. (~

πŸ“œ SIMILAR VOLUMES

Robust estimation for the Cox regression
Robust estimation for the Cox regression model based on trimming
✍ Alessio Farcomeni; Sara Viviani πŸ“‚ Article πŸ“… 2011 πŸ› John Wiley and Sons 🌐 English βš– 231 KB πŸ‘ 2 views

## Abstract We propose a robust Cox regression model with outliers. The model is fit by trimming the smallest contributions to the partial likelihood. To do so, we implement a Metropolis‐type maximization routine, and show its convergence to a global optimum. We discuss global robustness properties