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248605

Robust Mixture Regression Estimation Based on least trimmed sum of absolute Method by using Several Models

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Last updated: 22 Jan 2023

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Abstract

The present study deals with one of the most important methods of the robust mixture regression estimators,least trimmed sum of absolute deviations LTA method. It is known that mixture regression models are used to investigate the relationship between variables that come from unknown latent groups and to model heterogenous datasets. In general, the error terms are assumed to be normal in the mixture regression model. However, the estimators under normality assumption are sensitive to the outliers. Therefore, we introduce a robust mixture regression procedure based on the LTA-estimation method to combat with the outliers in the data. In this paper, we handle LTA method by using three mixture regression models; Laplace, and normal distributions. We give a simulation study to illustrate the performance of the proposed estimators over the counterparts in terms of dealing with outliers. 

DOI

10.21608/jsfc.2021.248605

Keywords

EM algorithm, LTA-estimation method, Mixture regression model, Robust regression

Authors

First Name

Nahed

Last Name

Helmy

MiddleName

-

Affiliation

Al- Azhar Universit Faculty of Commerce - Girls' Branch Department of Statistics

Email

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City

Cairo

Orcid

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First Name

Batool

Last Name

Shaaban

MiddleName

-

Affiliation

Al- Azhar Universit Faculty of Commerce - Girls' Branch Department of Statistics.

Email

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City

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Orcid

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First Name

Mervat

Last Name

Elgohary

MiddleName

-

Affiliation

Al- Azhar Universit Faculty of Commerce - Girls' Branch Department of Statistics.

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-

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Volume

26

Article Issue

1

Related Issue

35520

Issue Date

2021-06-01

Receive Date

2021-02-06

Publish Date

2021-06-01

Page Start

50

Page End

72

Print ISSN

1687-322X

Link

https://jsfc.journals.ekb.eg/article_248605.html

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https://jsfc.journals.ekb.eg/service?article_code=248605

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4

Type

المقالة الأصلية

Type Code

761

Publication Type

Journal

Publication Title

المجلة العلمية لقطاع کليات التجارة

Publication Link

https://jsfc.journals.ekb.eg/

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Article

Created At

22 Jan 2023