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313776

Generalized Shrunken-Type M Estimation

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Last updated: 05 Jan 2025

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Abstract

It is important in regression analysis to detect the leverage data points that exert an unduly large effect on the least squares estimation. However, in practical situations, the existence of leverage data points is complicated by the presence of multicollinearity. In this paper, a class of estimators generalized shrunken M robust - estimators are defined by mixing the biased estimation technique into the robust M estimator. A numerical example is used to illustrate that, these estimators can not only resist the influence of leverage points but also overcome the effects of multicollinearity.  

DOI

10.21608/esju.2003.313776

Keywords

Leverage Data Points, Multicollinearity, Biased Estimators, m, Estimators

Volume

47

Article Issue

1

Related Issue

43022

Issue Date

2003-06-01

Publish Date

2003-06-01

Page Start

36

Page End

49

Print ISSN

0542-1748

Online ISSN

2786-0086

Link

https://esju.journals.ekb.eg/article_313776.html

Detail API

https://esju.journals.ekb.eg/service?article_code=313776

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3

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Original Article

Type Code

1,914

Publication Type

Journal

Publication Title

The Egyptian Statistical Journal

Publication Link

https://esju.journals.ekb.eg/

MainTitle

Generalized Shrunken-Type M Estimation

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Article

Created At

28 Dec 2024