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Some results on multiple regression analysis with data cleaned by trimming and winsorization

Authors :
Donald Lien
Narayanaswamy Balakrishnan
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