Robust Three-Step Regression Based on Comedian and Its Performance in Cell-Wise and Case-Wise Outliers

Henry Velasco, Henry Laniado, Mauricio Toro, Víctor Leiva, Yuhlong Lio
2020 Mathematics  
Both cell-wise and case-wise outliers may appear in a real data set at the same time. Few methods have been developed in order to deal with both types of outliers when formulating a regression model. In this work, a robust estimator is proposed based on a three-step method named 3S-regression, which uses the comedian as a highly robust scatter estimate. An intensive simulation study is conducted in order to evaluate the performance of the proposed comedian 3S-regression estimator in the
more » ... of cell-wise and case-wise outliers. In addition, a comparison of this estimator with recently developed robust methods is carried out. The proposed method is also extended to the model with continuous and dummy covariates. Finally, a real data set is analyzed for illustration in order to show potential applications.
doi:10.3390/math8081259 fatcat:wu6u7m2isbeldak3bzey4rnp4u