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Robust-stein estimator for overcoming outliers and multicollinearity.
- Source :
-
Scientific Reports . 6/5/2023, Vol. 13 Issue 1, p1-19. 19p. - Publication Year :
- 2023
-
Abstract
- Linear regression models with correlated regressors can negatively impact the performance of ordinary least squares estimators. The Stein and ridge estimators have been proposed as alternative techniques to improve estimation accuracy. However, both methods are non-robust to outliers. In previous studies, the M-estimator has been used in combination with the ridge estimator to address both correlated regressors and outliers. In this paper, we introduce the robust Stein estimator to address both issues simultaneously. Our simulation and application results demonstrate that the proposed technique performs favorably compared to existing methods. [ABSTRACT FROM AUTHOR]
- Subjects :
- *MULTICOLLINEARITY
*REGRESSION analysis
Subjects
Details
- Language :
- English
- ISSN :
- 20452322
- Volume :
- 13
- Issue :
- 1
- Database :
- Academic Search Index
- Journal :
- Scientific Reports
- Publication Type :
- Academic Journal
- Accession number :
- 164107884
- Full Text :
- https://doi.org/10.1038/s41598-023-36053-z