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Journals / İstatistik Araştırma Dergisi / 2005 / Cilt: 4 Sayı: 3

A Study for Examining the Behaviors of Regression Depths of OLS and Some Robust Regression Methods Under Contamination

EKK ve Bazı Dayanıklı Tahmincilerin Derinliklerinin Kirlenmeye Karşı Değişimlerinin İncelenmesi

Enis Sınıksaran(İSTANBUL ÜNİVERSİTESİ, İKTİSAT FAKÜLTESİ, EKONOMETRİ BÖLÜMÜ)
M. Hakan Satman(İSTANBUL ÜNİVERSİTESİ, İKTİSAT FAKÜLTESİ, EKONOMETRİ BÖLÜMÜ)
Y. Barış Altaylıgil(İSTANBUL ÜNİVERSİTESİ, İKTİSAT FAKÜLTESİ, EKONOMETRİ BÖLÜMÜ)
Pages
76–91
Publication Date
2005-12-15
DOI
—
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AI Summary & Key Takeaways

AI Insight
⚡ TL;DR(Too Long; Didn't Read)

Using bootstrap method, we also show that the distributions of regression depth can be utilized in hypothesis testing of regression parameters of OLS.

📌 3 Key Takeaways

🎯
Objective & Hypothesis:In this paper, we examine the behaviors of the regression depths of OLS and some robust regression methods under contamination.
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Key Findings & Data:Upon Monte Carlo simulations, we determine some patterns for some estimators.
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Conclusion & Impact:Using bootstrap method, we also show that the distributions of regression depth can be utilized in hypothesis testing of regression parameters of OLS.
🔬Design:Araştırma Makalesi
📍Scope:Comprehensive Sample
⚙️Variables:Aykırı Değerler · Boostrap · Dayanıklı Yöntemler

Abstract

In this paper, we examine the behaviors of the regression depths of OLS and some robust regression methods under contamination. Upon Monte Carlo simulations, we determine some patterns for some estimators. Using bootstrap method, we also show that the distributions of regression depth can be utilized in hypothesis testing of regression parameters of OLS.

Özet

Bu çalışmada, veri kirliliği karşısında EKK ve bazı dayanıklı (robust) regresyon yöntemlerinin derinliklerinin davranışları incelendi. Yapılan Monte Carlo simülasyonları sonucunda bazı tahminlere ilişkin örüntüler tespit edildi. Çalışmada ayrıca Bootstrap yöntemi ile elde edilen derinlik dağılımlarına dayanarak, EKK tahmincilerinin hipotez testlerinin derinliğe dayalı olarak yapılabileceği gösterildi.

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Cite This Article

Sınıksaran, E., Satman, M. H., Altaylıgil, Y. B. (2005). A Study for Examining the Behaviors of Regression Depths of OLS and Some Robust Regression Methods Under Contamination. İstatistik Araştırma Dergisi, Cilt: 4 Sayı: 3, 76–91. https://ajindex.com/articles/1617915

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References (11)

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