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  A comparison of robust estimators in simple linear regression
 
 
Title: A comparison of robust estimators in simple linear regression
Author: Dietz, E. Jacquelin
Appeared in: Communications in statistics
Paging: Volume 16 (1987) nr. 4 pages 1209-1227
Year: 1987
Contents: The mean squared errors of various estimators of slope, intercept, and mean response in the simple linear regression problem are compared in a simulation study. A weighted median estimator of slope proposed by Sievers (1978) and Scholz (1978) and two intercept estimators based upon it are found to perform well for most error distributions studied. Theil's (1950) estimator of slope and two intercept estimators based on it are preferable for certain heavily contaminated error distributions.
Publisher: Taylor & Francis
Source file: Elektronische Wetenschappelijke Tijdschriften
 
 

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