Robust diagnostic and robust estimation methods for fixed effect panel data model in presence of high leverage points and multicollinearity
The Diagnostic Robust Generalized Potential based on Minimum Volume Ellipsoid (MVE) is proposed in linear regression to detect high leverage points (HLPs). However, it takes a very long computational running time and also has small rate of swamping and masking effects. Hence the Improvised Diagno...
| मुख्य लेखक: | Ismaeel, Shelan Saied |
|---|---|
| स्वरूप: | थीसिस |
| भाषा: | अंग्रेज़ी |
| प्रकाशित: |
2017
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| विषय: | |
| ऑनलाइन पहुंच: | http://psasir.upm.edu.my/id/eprint/68632/1/FS%202018%201%20-%20IR.pdf |
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समान संसाधन
-
Robust Estimation Methods and Robust Multicollinearity Diagnostics for Multiple Regression Model in the Presence of High Leverage Collinearity-Influential Observations
द्वारा: Bagheri, Arezoo
प्रकाशित: (2011) -
Robust variable selection methods for large- scale data in the presence of multicollinearity, autocorrelated errors and outliers
द्वारा: Uraibi, Hassan S.
प्रकाशित: (2016) -
Robust statistical procedures for multiple linear regression model in the presence of multicollinearity and outliers
द्वारा: Hendi, Hasan Talib Hendi.
प्रकाशित: (2023) -
Robust estimation methods for fixed effect panel data model having block-concentrated outliers
द्वारा: Abu Bakar @ Harun, Nor Mazlina
प्रकाशित: (2019) -
Robust diagnostic and parameter estimation for multiple linear and panel data regression models
द्वारा: Sani, Muhammad
प्रकाशित: (2018)