Robust regression and small sample confidence intervals |
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| Affiliation: | 1. Biology of Physical Activity, Faculty of Sport and Health Sciences, University of Jyväskylä, Finland;2. Department of Leadership and Military Pedagogy, National Defence University, Helsinki, Finland;3. Neuromuscular Research Laboratory, Warrior Human Performance Research Center, Department of Sports Medicine and Nutrition, School of Health and Rehabilitation Sciences, University of Pittsburgh, Pittsburgh, PA 15203, United States of America;4. Department of Health and Rehabilitation Sciences, University of Western Ontario, London, ON, Canada;5. Kajaani University of Applied Sciences, Kajaani, Finland;1. Freie Universität Berlin, Boltzmannstr. 20, 14195 Berlin, Germany;2. DIW Berlin, Mohrenstr. 58, 10117 Berlin, Germany |
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| Abstract: | In assessing the behavior of robust regression estimates, the techniques of small sample asymptotics can be very useful. The results reported in this paper demonstrate the use of the small sample techniques in the construction of confidence intervals for robust regression. Several contrasting approaches are discussed and some numerical results are presented. |
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