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Some results on multiple regression analysis with data cleaned by trimming and winsorization
- Source :
- Communications in Statistics - Simulation and Computation. :1-8
- Publication Year :
- 2021
- Publisher :
- Informa UK Limited, 2021.
-
Abstract
- In a multiple regression model setup, we examine the effects of trimming and winsorization of regressors on the regression estimates and their efficiency. The exact results developed here to enable...
Details
- ISSN :
- 15324141 and 03610918
- Database :
- OpenAIRE
- Journal :
- Communications in Statistics - Simulation and Computation
- Accession number :
- edsair.doi...........9e1f2c445b37c7e33952eeae76724c19