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Volumn 9, Issue 3, 2009, Pages 439-453

Robust regression in Stata

Author keywords

Med; MM estimators; Mmregress; Mregress; Msregress; Outliers; Robustness; S estimators; Sregress; St0173

Indexed keywords


EID: 70349588362     PISSN: 1536867X     EISSN: None     Source Type: Journal    
DOI: 10.1177/1536867x0900900306     Document Type: Article
Times cited : (291)

References (13)
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    • Bramati, M.C.1    Croux, C.2
  • 3
    • 0012925164 scopus 로고
    • On observations relating to several quantities
    • Edgeworth, F. Y. 1887. On observations relating to several quantities. Hermathena 6: 279-285.
    • (1887) Hermathena , vol.6 , pp. 279-285
    • Edgeworth, F.Y.1
  • 4
    • 0003157339 scopus 로고
    • Robust estimation of a location parameter
    • Huber, P. J. 1964. Robust estimation of a location parameter. Annals of Mathematical Statistics 35: 73-101.
    • (1964) Annals of Mathematical Statistics , vol.35 , pp. 73-101
    • Huber, P.J.1
  • 5
    • 0004262735 scopus 로고
    • New York: Wiley.
    • -1981. Robust Statistics. New York: Wiley.
    • (1981) Robust Statistics.
  • 9
    • 0032680362 scopus 로고    scopus 로고
    • A fast algorithm for the minimum covariance determinant estimator
    • Rousseeuw, P. J., and K. van Driessen. 1999. A fast algorithm for the minimum covariance determinant estimator. Technometrics 41: 212-223.
    • (1999) Technometrics , vol.41 , pp. 212-223
    • Rousseeuw, P.J.1    Van Driessen, K.2
  • 11
    • 0001512292 scopus 로고
    • Robust regression by means of S-estimators
    • ed. J. Franke, W. Hardle, and R. D. Martin, New York: Springer.
    • Rousseeuw, P. J., and V. J. Yohai. 1984. Robust regression by means of S-estimators. In Robust and Nonlinear Time Series Analysis, ed. J. Franke, W. Hardle, and R. D. Martin, 256-276. New York: Springer.
    • (1984) Robust and Nonlinear Time Series Analysis , pp. 256-276
    • Rousseeuw, P.J.1    Yohai, V.J.2
  • 13
    • 0001742386 scopus 로고
    • High breakdown-point and high efficiency robust estimates for regression
    • Yohai, V. J. 1987. High breakdown-point and high efficiency robust estimates for regression. Annals of Statistics 15: 642-656.
    • (1987) Annals of Statistics , vol.15 , pp. 642-656
    • Yohai, V.J.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.