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Journals / Turkish Journal of Veterinary and Animal Sciences / 2022 / Cilt: 46 - Sayı: 3

Comparison of M, MM and LTS estimators in linear regression in the presence of outlier

Cem TIRINK
Hasan ÖNDER
Pages
420–428
Publication Date
2022-11-06
DOI
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AI Summary & Key Takeaways

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

As a result of the study, in the case of outlier in the data set, Huber type M estimator can be recommended.

📌 3 Key Takeaways

🎯
Objective & Hypothesis:In this study, it was aimed to evaluate the performance of different estimators that will be used in regression analysis, which is one of the multivariate statistical methods in the presence of outliers in the data set.
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Key Findings & Data:In the data set, the use and performance of robust estimators were evaluated because the least squares method did not provide reliable results in the case of outliers.
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Conclusion & Impact:As a result of the study, in the case of outlier in the data set, Huber type M estimator can be recommended.
🔬Design:Modeling & Simulation
📍Scope:Comprehensive Sample
⚙️Variables:Domain Parameters

Abstract

In this study, it was aimed to evaluate the performance of different estimators that will be used in regression analysis, which is one of the multivariate statistical methods in the presence of outliers in the data set. Sixth month live weight was estimated with various body measurements for Saanen kids taken from a private farm. In the data set, the use and performance of robust estimators were evaluated because the least squares method did not provide reliable results in the case of outliers. M (for Huber and Tukey bisquare) estimator, MM estimator and LTS estimator were used as robust used in the presence of outliers. MSE, RMSE, rRMSE, MAPE, MAD, R2 , R2 adj and AIC were used as model comparison criteria in the study. As a result of the study, in the case of outlier in the data set, Huber type M estimator can be recommended.

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Cite This Article

TIRINK, C., ÖNDER, H. (2022). Comparison of M, MM and LTS estimators in linear regression in the presence of outlier. Turkish Journal of Veterinary and Animal Sciences, Cilt: 46 - Sayı: 3, 420–428. https://ajindex.com/articles/614500

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