A simple test to identify good solutions of redeseending M estimating equations for regression

ARSLAN O.

International Conference on Robust Statistics (ICOR 2001), Voru, Estonya, 23 - 27 Temmuz 2001, ss.50-61 identifier

  • Yayın Türü: Bildiri / Tam Metin Bildiri
  • Basıldığı Şehir: Voru
  • Basıldığı Ülke: Estonya
  • Sayfa Sayıları: ss.50-61
  • Anahtar Kelimeler: robust regression, redescending M-estimator, robustness, Hessian matrix, local minimum point, MULTIPLE
  • Ankara Üniversitesi Adresli: Hayır

Özet

Since recent interests are to consider not just one solution but all possible solutions to the redescending M estimating equations to identify possible multiple structure in a data set (Morgenthaler, 1990; Meer and Tyler, 1998), the focus in this paper is the redescending M estimators for regression. We use multiple local minima for finding particular structures, such as lines, in the data set by associating them with the local minima in a redescending M estimation problem for regression. A simple qualitative measure is constructed to assess the importance of each local minimum point, and hence importance of each fit to the data. This testing procedure allows us to distinguish between good and bad fits to the data.