Robust Estimation Methods and Robust Multicollinearity Diagnostics for Multiple Regression Model in the Presence of High Leverage Collinearity-Influential Observations
The presence of outliers and multicollinearity are inevitable in real data sets and they have an unduly effect on the parameter estimation of multiple linear regression models. It is now evident that outliers in the X-direction or high leverage points are another source of multicollinearity. These l...
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主要作者: | Bagheri, Arezoo |
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格式: | Thesis |
语言: | English English |
出版: |
2011
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在线阅读: | http://psasir.upm.edu.my/id/eprint/19689/1/IPM_2011_1.pdf |
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