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When there are outliers in the carriers:the univariate case
Authors:Richard W Mill
Institution:Research Statistician , A.C.Nielsen Co , Lucerne, Switzerland
Abstract:Robust regression estimators studied to date are robust against non-normal distributions of the errors only If the carriers ‘Independent variables’ do not also contain outliers. Several alternative estimators that are robust even 1f there are outliers in the carriers are studied. Two estimators seem to be preferable, but even these can be very Inefficient ‘relative to least squares’ If the errors are normally distributed.
Keywords:estimators  least squares estimators  robust estimators Tuker's bisquare  Huber's
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