Change search
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf
The Performance of a Robust Multistage Estimator in Nonlinear Regression with Heteroscedastic Errors
Stockholm University, Faculty of Social Sciences, Department of Statistics. Islamic Azad University, Iran.
2016 (English)In: Communications in statistics. Simulation and computation, ISSN 0361-0918, E-ISSN 1532-4141, Vol. 45, no 9, 3394-3415 p.Article, review/survey (Refereed) Published
Abstract [en]

In this article, a robust multistage parameter estimator is proposed for nonlinear regression with heteroscedastic variance, where the residual variances are considered as a general parametric function of predictors. The motivation is based on considering the chi-square distribution for the calculated sample variance of the data. It is shown that outliers that are influential in nonlinear regression parameter estimates are not necessarily influential in calculating the sample variance. This matter  persuades us, not only to robustify the estimate of the parameters of the models for both the regression function and the variance, but also to replace the sample variance of the data by a robust scale estimate.

Place, publisher, year, edition, pages
2016. Vol. 45, no 9, 3394-3415 p.
Keyword [en]
Nonlinear regression, outliers, heteroscedastic errors, sample variances, robust statistics
National Category
Probability Theory and Statistics
Research subject
Statistics
Identifiers
URN: urn:nbn:se:su:diva-106623DOI: 10.1080/03610918.2014.944657ISI: 000382518900020OAI: oai:DiVA.org:su-106623DiVA: diva2:737417
Available from: 2014-08-12 Created: 2014-08-12 Last updated: 2017-12-05Bibliographically approved

Open Access in DiVA

No full text

Other links

Publisher's full text
By organisation
Department of Statistics
In the same journal
Communications in statistics. Simulation and computation
Probability Theory and Statistics

Search outside of DiVA

GoogleGoogle Scholar

doi
urn-nbn

Altmetric score

doi
urn-nbn
Total: 82 hits
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf