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Robust procedures in multiple regression: P-subsets and a computational proposal

✍ Scribed by Maria Rosaria D'esposito; Marilena Furno


Publisher
Springer US
Year
1996
Tongue
English
Weight
938 KB
Volume
9
Category
Article
ISSN
1572-9974

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✦ Synopsis


A number of robust and diagnostic techniques for the linear regression are in terms of p-dimensional subsets of the original sample. In a sample of size n this leads to consider ' ~ Cp subsets. To reduce the computational burden, a limited number of subsets can be selected by means of a sub-sampling scheme. In this paper we suggest and discuss the use of a Balanced Incomplete Block design plan.


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